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HRB

Lead HFT Quantitative Developer (London)

HRB, New York, New York, us, 10261

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Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role

Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their work, and the ability to work both independently and collaboratively to maximize team throughput. This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth. Responsibilities

Developing trading and research architecture and infrastructure Building high-performance/low-latency components for both live trading and simulation Developing a seamless platform to handle all aspects of quant trading—model building, optimization, and trade execution Building efficient storage and live access schemes for data across all frequencies, including microstructure data Developing a graphic interface to monitor the portfolio and trading Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses Requirements

A highly skilled technologist with good quantitative skills Masters or PhD in computer science or other quantitative discipline 5+ years of industry experience in a quantitative business, including experience working on high-frequency/low-latency technology Experience developing backtesting, simulation, and trading systems Experience in developing aggressive and passive tactics. HFT business knowledge and good mathematical skills is a plus. Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions Strong programming skills in Python and C++ Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment High degree of drive and energy—must be a self-starter Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment Commitment to the highest ethical standards and who act with professionalism and integrity at all times

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