Our client is a technology driven high-frequency trading firm, pushing on ultra-low-latency real-time systems at large scale globally. Challenges abound, and you should have a desire to learn new technologies and demonstrate an ability to solve unstructured problems.

This is an excellent time for you to join this exciting, entrepreneurial and world-leading algorithmic based trading firm. Our client is an established global financial organization, which is building on its success in the London, Chicago, and New York offices. We are looking for talented engineers to join the global core development team.

This person will be part of a team within Core Development that is responsible for developing the Market Simulator software and quantitative research tools that are utilized by the broader trading community.

WHAT YOU’LL DO:

You will be actively involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. You will need to be successful at determining efficient methods to store and analyze very large amounts of data and develop tools to evaluate the large volume of market data to help improve trading strategies performance.

• Investigating and designing data mining and machine learning algorithms
• Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams.
• Conduct research for the purpose of modeling and forecasting future price actions and volatility.
• Build and expand the current revenue base by developing and exploring new opportunities.
• Responsible for developing and supporting a scalable quantitative research framework using Python, C++, and other software systems.
• Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes.
• Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization.
• Design and develop applications based on the business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems.
• Use C++, Python, and other software and systems to access applications that can identify and manage portfolio risk.
• Build and enhance market prediction models utilizing quantitative problem solving and advanced statistical techniques.

SKILLS YOU WILL NEED:

• A background in Statistics and / or Machine learning
• Strong Python and C++ experience
• Excellent problem solving abilities