Quantitative Developer - Systematic
Core
Build new alphas and trading strategies for equity market neutral models in the systematic trading arm.
Role type
Quantitative Developer (Systematic)
Builds
New alphas and trading strategies
Domain
Financial markets (Equity market neutral)
Deliverable
production ML models
Required skills
Python, Linux, data analysis (NumPy/SciPy/Pandas), statistics, asset pricing theory, optimisation algorithms
Preferred skills
Machine learning, natural language processing, front office quantitative software development, web-based visualisation
Technologies
Python, Linux, NumPy, SciPy, Pandas, scikit-learn, Java, C++, Airflow, Kafka, Bitbucket, Jenkins, Grafana, Prometheus, ELK, Docker, Kubernetes, OpenStack, Ansible, Terraform, ArcticDB
Responsibilities
Build new alphas and trading strategies, work hand-in-hand with Quant Researchers, implement systems requiring high data throughput, write high-quality code
Seniority
Mid-Senior, hands-on IC
