The role responsibilities:
- Working with large trading data sets
- Collaborate with other developers, researchers and quant traders to improve existing strategies
- Conduct research and development applying new algorithms for deployment
- Working on one of the most sophisticated trading platforms and designing and developing cutting-edge systems, in a latency-sensitive capacity
You will need:
- 5 years+ experience in C++ (and Python preferably but not essential)
- Experience working on low-latency trading systems
- Have professional experience within a Quantitative Finance function
- PhD or grad degree in Computer Science, Machine Learning, Statistics or any other Quantitative disciple
- Attended a top university
- Extremely strong analytical and programming ability
