Senior Quantitative Developer

at  Caxton Associates

ABOUT CAXTON:

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco , Singapore and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

REQUIREMENTS

• 7+ years of relevant experience
• Bachelor’s degree in a quantitative degree (Computer Science, Maths, engineering)
• Excellent quantitative reasoning and software design.
• Strong Python skills.
• Demonstrated experience with high-efficiency programming and multi-threading.
• Clear grasp of SQL and relational database fundamentals.
• Ability to multitask and produce high quality code.
• Strong verbal and written communication skills.
• Operates with the highest degree of ethics and integrity.

Nice to have:

• Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
• Proficiency in another programming language such as C#, Java or C++
• Web development skills
• Experience with AWS

ABOUT THE ROLE:

Caxton seeks a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD).
QDD is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers’ alpha generation, strategy deployment, and risk management.
The team has presence in both London and New York. They work closely with the Quantitative Analytics Group as well as Trading Staff.

RESPONSIBILITIES:

• Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
• Build and maintain quant libraries in Python.
• Architect and build scalable web services for applications and front office users
• Promote best coding practices within the firm
• Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services.