One of the world's leading investment firms. It leverages systematic, computer-driven trading strategies across various liquid asset classes, such as equities, futures, and foreign exchange.
At the core of this firms efforts lies rigorous research into a broad spectrum of market anomalies, powered by our unparalleled access to an extensive range of publicly available data sources.
If you want to join an elite workplace, this is your chance. You will be apart of an incredibly collaborative environment, where leadership want to hear your ideas. While this isn’t an easy firm to get into, you will be looked after once accepting your position.
What you will get
Chance to work with an elite team
Exposure to the latest tech and research labs
Collaborative environment where ideas are celebrated
What you will do
Designing, developing, and providing ongoing support and maintenance for the next-generation high-frequency trading strategy simulation system.
Continuously supporting, maintaining, expanding, and improving the existing simulation system.
Implementing new trading strategies, with a focus on producing robust, reliable, and reusable code.
Constructing and providing ongoing support and maintenance for the next-generation high-performance object-timeseries data store.
What you will need
A bachelor's degree or higher in computer science or another quantitative discipline.
3+ years of professional Java software engineering experience.
Proficiency in using SQL.
Prior experience managing large time series datasets.
Come from a finance/ tech background.
Find out more If you would like to have a confidential conversation and find out more about this opportunity, then get in touch with Jack Bailie at Harrington Starr or click on the apply button below. Apply for this job