Our client, one of the industry's most successful and established macro hedge funds, managing over $25bn of capital, is looking to hire a talented Quantitative Developer to join an incoming Systematic Portfolio Manager in London.
This is an excellent opportunity to work on a growing team with an experienced and profitable PM with an strong track record.
What you'll be doing:
- Working in a small collaborative team to help automate workflow (using Python, maybe C/C++).
- Building components for both live trading and simulation environments.
- Building, maintaining and updating the trading platform by improving its stability, robustness and security.
- Developing data checking and storage infrastructure.
- Work with intraday data and bars and enhance existing libraries.
- Troubleshooting and resolving any system related issues.
- Develop tools to help monitor the trading activity.
What you'll bring:
- Bachelor, Master or PhD in Computer Science or other quantitative discipline.
- Minimum 2-3, ideally 5-10 years of experience working on automated trading systems.
- Highly proficient in Python.
- Knowledge of API and websockets.
- Knowledge of database technologies.
- Ability to design and manage infrastructure components (servers, network bridges).
For full details on the role, please apply below or get in touch at:
Jamie@paragonalpha.com
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