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Quant Developer for High Frequency Trading Firm

Quantitative Developer – High Frequency Proprietary Firm

Comp: Competitive package
Location: London

A successful technology driven high frequency proprietary trading firm is seeking a Quantitative Developer to work with a small trading group.

This reputable firm are expanding their trading activity within Europe across Equity and FX and have a talented trading group making critical hires for skilled technologists who want to work alongside a high frequency trading team.

The position will involve working closely with the Quant Traders in implementing and researching strategies for high frequency trading. There will be a great deal of greenfield development of high frequency trading tools and core infrastructure using C++ under Linux as well as on-going optimisation of code and strategies for performance and competitive edge within the industry. The complete modelling, simulation, back testing and analytics suite must be designed and developed with the Quant Traders where any previous experience will be highly advantageous.

Requirements:
• Excellent grasp of C++
• Linux programming
• Multi-threading and performance tuning
• Modelling tools and languages
• Low-latency system design
• Experience within automated trading
• BSc/MSc in numerate subject


This opportunity is ideal for a highly technical individual from within algorithmic trading wishing to work alongside the business in a self-contained trading group, gaining significant exposure to a quantitative research focussed high frequency trading environment.


For more information on this rare opportunity please contact me at nick@campbellnorth.co.uk or on 07904 287 393.
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