Algorithm Engineer (C++ & Python)

TL;DR

Algorithm Engineer (C++ & Python): Analyse data, build models and signals for alpha generation, and manage risk in a systematic prop trading business with an accent on sophisticated statistical techniques and technologies. Focus on researching, developing, and testing execution and trading models, enhancing research infrastructure for tick-level signals, and building multi-market trading systems for relative value and statistical arbitrage.

London

£300,000 - £400,000

Company

Small high-performance Systematic Prop Trading business.

What you will do

• Collaborate closely with Quants, Traders, and Developers – researching, developing, and testing execution and trading models
• Enhance and build a research infrastructure that can handle hundreds of thousands of tick-level signals
• Build a comprehensive, multi-market trading system to capitalize on relative value and statistical arbitrage opportunities

Requirements

• Excellent C++
• Strong Python
• Write and deploy code in a production environment – where performance matters
• Computer Science (or similar) Degree from a Top 20 University