High Frequency Trading – Quantitative Developer – Leading Global Prop Trading Fund

We are working with a leading global proprietary trading fund to place an exceptional Quantitative Developer into their London office. Our client specialises in High Frequency Trading (HFT) and continuously invests in the best technology and human capital to remain a market leader in their space. This dynamic role involves regular collaboration with Software Engineers and Traders to optimize algorithms based on data analysis and back-testing. You will be building and maintaining the underlying infrastructure and tools that support the trading systems, focusing on low-latency, high-speed data processing and execution. This is a competitive, fast paced environment – the ideal candidate will thrive in these surroundings. Key responsibilities include: The development of Python tools used in trading strategies research The continuous improvement of the existing simulation/back-test framework To iterate quickly with on-site quantitative researchers on the research processes in order to improve the desk's quantitative trading strategy’s P&L Key requirements include: A Bachelor's degree in Computer Science, Engineering, or a related field (or equivalent practical experience). A Master's degree is beneficial Excellent knowledge of Python (2-6 years) and its associated statistical libraries (Numpy, Pandas, Polars) Experience in C++ Development Experience with scripting languages such as Bash An ambitious, problem-solving attitude that can integrate into a fast-paced working environment Workflow management, communication and teamwork skills are essential A working knowledge of Equities and Equity Derivatives Trading Our client rewards hard-working staff with a number of unique benefits, including a market leading compensation package and discretionary bonuses. To apply, either respond to this advert or send your CV directly to hugh.sheehyo’sheamondrian-alpha.com