Your key responsibilities in this role will be:
* Collaborating with Quant Researchers to identify and implement new trading strategies, research frameworks, data feeds, portfolio construction techniques and analysis tooling
* Developing high Sharpe, fast frequency strategies across a variety asset classes
* Working on high-throughput data systems using Python.
To be successful, you will need:
* 5+ years’ commercial experience with Python (Numpy, SciPy, Pandas, Scikit-Learn)
* Excellent previous experience in both a Software Engineering and Quant Developer position with experience of High Frequency Trading / Algo Trading / Systematic Trading in OTC or listed markets
* A keen interest in contributing code to the opensource world
* A degree in a highly relevant subject (e.g. Maths, Computer Science, Physics)
If you feel your experience is a good fit with the above role, please apply with an up to date CV in the first instance