Helix Junior Quantitative Developer
Core
Develop and support complex quantitative Statistical Arbitrage (StatArb) strategies involving large-scale data processing, statistical modelling, portfolio construction, and highly optimized execution for institutional portfolios.
Role type
Junior quantitative developer (statistical arbitrage)
Builds
High-performance graph-based (DAG) trading platforms for research, back-testing, and live trading
Domain
Financial technology / Quantitative trading / Equities
Deliverable
production ML models | product features
Required skills
Python (in-depth), Numpy (including numba), Unix systems, statistical methods, numerical optimisation, equity market microstructure, graph-based (DAG) data processing frameworks
Preferred skills
Degree in Mathematics, Physics, or Computer Science
Technologies
Python, Numpy, numba, Unix
Responsibilities
Develop and support complex quantitative StatArb strategies; Build and maintain systems handling highly diversified equity portfolios; Process and analyse vast historical datasets and real-time tick-level market data; Contribute to the design and use of a high-performance, graph-based (DAG) framework; Monitor and manage execution quality, transaction costs, and market risks; Work closely with quantitative researchers to enhance tooling and shared feature libraries; Participate in live trading support including interaction with orders and brokers
Seniority
Junior, hands-on IC