What are the responsibilities and job description for the Lead HFT Quantitative Developer (London) position at Quanta Search?
Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role:
Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput.
This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.
Responsibilities:
Role:
Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput.
This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.
Responsibilities:
- Developing trading and research architecture and infrastructure
- Building high-performance/low-latency components for both live trading and simulation
- Developing a seamless platform to handle all aspects of quant trading—model building, optimization, and trade execution
- Building efficient storage and live access schemes for data across all frequencies, including microstructure data
- Developing a graphic interface to monitor the portfolio and trading
- Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses
- A highly skilled technologist with good quantitative skills
- Masters or PhD in computer science or other quantitative discipline
- 5 years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology
- Experience developing backtesting, simulation, and trading systems
- Experience in developing aggressive and passive tactics.
- HFT business knowledge and good mathematical skills is a plus.
- Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
- Strong programming skills in Python and C
- Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment
- High degree of drive and energy—must be a self-starter
- Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
- Commitment to the highest ethical standards and who act with professionalism and integrity at all times