Our client is a global systematic trading and investment management firm, they benefit from cutting-edge technology and sophisticated research and an ability to delivery consistently high risk-adjusted investment solutions for their investors and capital partners. The firm is actively trading in the various future exchanges Europe, US and China.

As a quant developer, you will sit with the research team and assist them in all tasks, which includes developing various research tool in Python & Matlab and code the strategy in C++.

Key Responsibilities:

• Develop Python & Matlab research tools based on the quant research’s demand.
• Write highly efficient C++ strategy code.
• Maintain and Improve current HFT back-testing system in Matlab and C++, also develop new back-test system in Python.
• Data converting and clearing.
• Develop strategy performance statistics calculation system.
• Develop real time simulation system and CTP system

Skills Required:

• Master or PhD degree in computer science/math/ mathematical finance or related disciplines.
• 3-5 years’ quant developer experience in quantitative funds or top-tier investment banks.
• Exceptional knowledge of writing highly efficient C++ computation algorithms.
• Experience with Boost, Armadillo, Intel MKL or any equivalent C++ computation libraries.
• Strong experience with Python or Matlab.
• Strong experience with Linux/Unix.
• Experience in developing HFT tick based back-test system and order book simulation.
• Familiar with Windows Server 2012R is a plus.
• Previous experience of systemic trading on any EU/US/Asian future exchanges is a plus.

Please only apply if you have relevant experience and we will only contact those applicants we believe are suitable.