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VP, Quantitative Developer

London, , United Kingdom

Job Description:

Role Description

The team provides quantitative research, design and development for agency execution algorithms and smart order routers trading cash equities, futures, and options.  Research topics include the development of algo performance diagnostics, market forecasting models including price prediction, dynamic optimization techniques, market impact models, and order execution tactics.  Basic knowledge of electronic trading in some form is desirable.  Extensive analysis of high-frequency market data, requiring advanced database and analytical programming skills.  The potential to directly interact with our buy-side clients is also an important consideration.

This role would be focused on (but not limited to), the development angle of rolling out new research into the algo and smart order router products. The person would collaborate with the research team, also doing some research by his or herself, focusing on getting new models and features into the router and the algos. This person would also help with dev-ops and serve as the lead for helping the team keep organized from a research environment perspective and general code collaboration and efficiently.

The role would also partner with our IT groups to release new features into production and collaborate on design and architecture.

Core skills - Required and Preferred

  • Excellent analytical, quantitative and problem solving  skills are required
  • Extensive programming skills in Java, KDB and Python
  • Interest and demonstrated abilities in constructing robust and efficient research & dev environments
  • Meticulous attention to detail, diligence and conscientiousness
  • Strong interpersonal communication skills
  • Capable of working effectively both independently and with multiple teams/individuals
  • Excellent academic background with a higher degree in a quantitative subject (MSc / PhD or equivalent) and/or demonstrated abilities in a similar area in finance
  • Domain knowledge a strong advantage
  • Collaborative and creative nature

Job Band:

H5

Shift: 

Hours Per Week:

35

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Role Description

The team provides quantitative research, design and development for agency execution algorithms and smart order routers trading cash equities, futures, and options.  Research topics include the development of algo performance diagnostics, market forecasting models including price prediction, dynamic optimization techniques, market impact models, and order execution tactics.  Basic knowledge of electronic trading in some form is desirable.  Extensive analysis of high-frequency market data, requiring advanced database and analytical programming skills.  The potential to directly interact with our buy-side clients is also an important consideration.

This role would be focused on (but not limited to), the development angle of rolling out new research into the algo and smart order router products. The person would collaborate with the research team, also doing some research by his or herself, focusing on getting new models and features into the router and the algos. This person would also help with dev-ops and serve as the lead for helping the team keep organized from a research environment perspective and general code collaboration and efficiently.

The role would also partner with our IT groups to release new features into production and collaborate on design and architecture.

Core skills - Required and Preferred

  • Excellent analytical, quantitative and problem solving  skills are required
  • Extensive programming skills in Java, KDB and Python
  • Interest and demonstrated abilities in constructing robust and efficient research & dev environments
  • Meticulous attention to detail, diligence and conscientiousness
  • Strong interpersonal communication skills
  • Capable of working effectively both independently and with multiple teams/individuals
  • Excellent academic background with a higher degree in a quantitative subject (MSc / PhD or equivalent) and/or demonstrated abilities in a similar area in finance
  • Domain knowledge a strong advantage
  • Collaborative and creative nature

Learn more about this role

Full time

JR-21052392

Band: H5

Manages People:

Manager:

Talent Acquisition Contact:

Luke Richardson

Referral Bonus:

0

Street Address

Primary Location:
2 King Edward St, London, EC1A 1HQ