London based Hedge Fund is seeking to recruit exceptional software engineers and quantitative analyst to participate in the development of algorithmic trading strategies in worldwide financial markets. The core technologies used are Java, Python, Linux and PostgreSQL and various distributed computing frameworks. Suitable candidates will have strong design and implementation experience with Linux to the point of being able to self-administer a basic network. Quantitative analyst candidates will have strong academic qualifications in a quantitative discipline, a solid mathematical base and a strong grasp of the mathematical and algorithmic tools to be able to combine them in innovative ways.

The successful candidate for either position will have a high aptitude and strong intrinsic motivation to learn. This can be evidenced by multiple means such as academic achievement, extensive participation in an open-source project, knowledge of an extensive range of programming languages and a wide range of quantitative experience.

You will be working for a proprietary trading firm with a track record of producing extraordinary returns using automated, statistically-based trading strategies in financial markets.

The firm has two core competencies:
(a) Experience in proprietary trading and academic finance, leading to formulation of strong priors about likely sources of inefficiencies in financial markets and (b) design and implementation of infrastructure to enable efficient testing of hypotheses and the inefficiencies over massive data sets. The principals of the firm each have a strong background in finance, software engineering and mathematics. As a result the firm is well-placed to provide a fruitful environment to the quantitatively-oriented lifelong learners in a relaxed but focused atmosphere.

This unique firm will present exceptional opportunity for career progression and remuneration.  email rmantell@execuzen.com