Quant Execution Developer
Location: London , South East Salary: From 60,000 to 70,000 per annum Large Bonus, Guarantee, Sign on Date posted: 01/04/2012 13:01 Job type:Permanent Company: I-Resourcer Contact: Iresourcer .com Ref: Totaljobs/234247804622 Job ID: 53257690Our client is a small $ 200 million strong systematic quant commodity trading fund with recent performance of 14. They are in the process of on boarding a large chunk of AUM and are looking to expand the team.
The role sits next to the Chief Investment Officer developing the trading system and market execution as well as models to market. You will help integrate brokers to the OMS platform as well customize the prop system they have internally as well as develop greenfield platforms in Windows C++ API. The role may also involve a move towards quant research and strategy creation depending on experience.
The Fund off ers:
- Opportunity to quant trade
- Opportunity to develop a greenfield trading platform.
- Small; environment brilliant to learn from experience portfolio managers
- CTA systematic experience
- Strong bonus
Responsibilities:
- Prototyping
- Rapid iterative solutions
- System analysis, design, coding and testing of multi-asset trading system C++ and VBA
- Interact with Trading, Research and other technical groups to understand the business requirements.
Applicants should possess strong software engineering skills, a logical approach to problem solving and be able to prioritise work under pressure (main development language C++ or C or Python with a VBA background.
Candidates MUST have:
An MSc/BSc in computing or mathematicsExperience of Execution PlatformsCommercial experience in a Bank, Exchange, Banking Vendor or FundUnderstanding of the major execution vendors and exchanges3 years experience of C++ or C or PythonExperience of rapid developmentCommercial exposure to VBAExcellent exposure to SQL 2005 ideally SQL 2008The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for someone who has solid exposure to execution as well as a bright mind as well as being keen to make serious money doing something you are passionate about. The technical environment is C++ WINApi ,SQL, VBA but any language skills are acceptable.
The client offers a bonus to all employees as a result of the funds performance from day 1. The fund is completely quant based so if development and the latest tech and making very serious bonuses are of interest this is the right client.
My client is based in London
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