Quant Developer at BlueCrest Capital Management

London, England, United Kingdom -

Full Time

Start Date

Immediate

Expiry Date

15 Apr, 26

Salary

0.0

Posted On

15 Jan, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, C++, Statistical Libraries, Multithreading, Real-Time Systems, Socket Programming, Linux, Agile, Dev-Ops, Trading Strategy Research, Post Trade Analysis, System Performance, Debugging, Testing, Communication, Proactivity

Industry

Financial Services

Description

Team BlueCrest’s Central Risk Book team is an algorithmic execution and systematic trading team with proprietary low latency trading architecture. The team implements various execution optimisation and systematic prop trading strategies across global futures exchanges, FX and Rates. The team is made up of developers, quants and traders working closely together with full ownership of the end to end trading cycle. The project has been built from a green field start so the code base is fresh, well organised and modular. All team members are motivated, driven and ambitious. This is a chance to make an impact in a growing area with stable business lines and gain full exposure to the product lifecycle and front office. Role You will be involved in the development and maintenance of a python based research backtest system and a flexible, low-latency C++ suite of trading applications You will also maintain and enhance python scripts to consume and analyse post trade data. You will be working closely with quants and traders as part of a very dynamic team. Responsibilities Develop and enhance python tools used in trading strategy research Be involved in all phases of the software development lifecycle (initial requirements, technical specifications, design, implementation, testing and maintenance). Write safe, efficient C++ for both the back-end co-located trading servers and the simulation environment Write python code for post trade analysis and trading simulation Supporting monitoring tools and analyse system performance Requirements A self-motivated personality with a keen interest in working in a trading and front office role Excellent knowledge of python language including statistical libraries like numpy and pandas Proficiency within C++ 17/20 Proactivity and initiative are a skill that we value highly Excited by challenge and used to complexity Ability to work in an agile dev-ops environment with fast development cycles. Experience with multithreading, real-time systems and socket programming Ability to work with Linux/Unix Comfortable working in a dynamic environment alongside traders and quants Enjoys owning the full product cycle, development/UAT/deployment/support/dev-ops Nice to have Knowledge of financial markets and algorithms Debugging and testing skills. Strong written and verbal communications skills Desire to learn new things Willingness to get outside your comfort zone Git experience Qualifications Bachelors, Masters or PhD degree in Computer Science or equivalent experience obtained in a prestigious university BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation or nationality.

Responsibilities

You will develop and maintain a Python-based research backtest system and a low-latency C++ suite of trading applications. Additionally, you will enhance Python scripts for post-trade data analysis.