The firm is a cutting edge, systematic investment manager led from New York and London, trading the global markets. Having diversified from latency driven trading through to quantitative and machine learning centric mid-frequency strategies, the firm continues to expand it's universe through the onboarding of highly experienced portfolio managers, coupled with exceptional data scientists, quant developers and platform engineers. Here, the role of a technologist is not to build simplistic tools for non-technical, discretionary traders within the walls of a siloed and isolated development team, but instead to build the most forward-thinking platforms and frameworks in close collaboration with immensely technical Quant Developers and Data Scientists, aligning technology in perfect harmony with the trading process.
While the firm's DNA was Equities, relentless success over the past 5-6 years has driven an impetus to diversify across new asset classes and products - the most recent of which is Mortgage-Backed Securities. In order to make this product expansion profitable, a new team is being compiled to design and build from scratch a cutting-edge KDB/Q trading and analytics platform which will streamline the research and portfolio management process across MBS. As a hands-on lead of a team of 3, you will develop an immensely scalable and robust platform to facilitate monumental-scale data management, analytics and trading across what is an intricate Fixed Income product.Your Role:
- Build business critical technology which computes petabytes of historic and live price data and runs ML algorithms to maximise profitability of MBS strategies.
- Lead and manage 2 other KDB/Q developers.
- Work directly with Data Scientists, Quant Developers, Software Engineers and PMs to provide complex technological solutions which enhance the search for alpha.
- Participate in design and architecture discussions/decisions for the wider platform, along with having accountability/ownership of individual projects.
- KDB/Q expertise - several years of professional experience with the language.
- Ability to handle large quantities of tick data.
- Experience in developing infrastructure of large-scale systems.
- Experience analysing and visualising vast datasets.
- Knowledge and understanding of Fixed Income assets - ideally of Mortgage-Backed Securities.
- This is a technology and data driven firm, where focus is on collaboration and ideas sharing - they have no internal Chinese walls and it's easy to effect change.
- The culture is best ideas win and it's a low ego environment, where problem solving and innovation is championed.
- They are opensource advocates. You'll have the ability to contribute back and be encouraged to attend conferences/meet ups.
- Please do not apply if you're looking for a contract.
- You must be eligible to live and work in the UK.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.