Durlston Partners

Python Quant Developer – Systematic Research Team – Established UAE Fund – UAE – $160k – 230k base (tax-free)

A well-established UAE-based fund is expanding its investment and research team, leveraging systematic strategies, data-driven research, and robust tech infrastructure to manage a diversified portfolio.

They are looking for a Python Quant Developer to join their front-office research team with the ideal experience being across Python, SQL, systematic trading, analytical skills (eg. financial data analysis), statistics (bonus), and Macro (bonus).

This individual will play a key role in the design, development, and enhancement of the fund’s proprietary trading systems, data analytics infrastructure, and systematic strategies. You will work closely with portfolio managers, researchers, and technologists to support and drive research, execution systems, and platform development.

Key Responsibilities:

• System development: Build, maintain, and enhance quantitative research tools and systems including analytics engines, trading models, and data pipelines
• Research support: Collaborate with investment professionals on the development and backtesting of systematic trading strategies, signal generation, and portfolio construction
• Data & analytics: Engage in data acquisition, cleaning, and transformation; apply statistical techniques and financial analysis to derive actionable insights from complex data sets
• Team collaboration: Interface with researchers, engineers, and portfolio managers to translate investment hypotheses into production-ready code and tools
• Best practices: Document system architectures and processes; conduct code reviews and knowledge-sharing to ensure high standards in engineering and research workflows

Ideal background:

• Strong Python and SQL programming skills, and highly proficient in handling financial datasets
• Experience in developing and implementing systematic trading strategies
• Strong analytical thinking with a background in statistics, econometrics, or data science
• Understand core financial concepts such as portfolio theory, risk models, and pricing of financial instruments
• Bachelor’s degree or higher in a quantitative discipline such as Computer Science, Engineering, Mathematics, or Quantitative Finance. Advanced degrees (MSc/PhD) are a plus
• At least 5 years of relevant experience in a quantitative research or development role
• Prior hands-on experience building production-quality tools for systematic research and trading platforms

A well-established market maker, expanding its quantitative research team following a successful 2024 and a strong start to 2025, is seeking a PhD graduate in New York. This role will focus on alpha generation, developing predictive models, and researching new strategies across liquid markets.

Key Responsibilities

• Apply statistical methods and analytical techniques to develop predictive models.
• Research and implement new trading strategies to enhance performance.
• Analyse existing strategies to identify optimisation opportunities.
• Develop risk models and frameworks to manage portfolio risk effectively.
• Build tools to automate research processes and improve data visualisation.

Candidate Profile

• Advanced degree (preferably PhD) in a quantitative discipline such as Science, Mathematics, or Engineering.
• Strong academic background with a history of challenging coursework and a high GPA.
• Exceptional problem-solving, mathematical, and quantitative skills.
• Proficiency in programming languages such as C/C++ and Python.
• Ability to work under pressure and solve complex technical and quantitative problems.
• Strong communication skills, capable of engaging with both technical and non-technical teams.
• Internship experience in a quantitative role
• Intellectual curiosity, self-motivation, and a collaborative mindset.

The firm values intellectual curiosity, problem-solving ability, and a passion for quantitative research in high-performance trading environments.

Exclusive Opportunity – Work Directly with the Founder

We are working directly with the founder of a well-known hedge fund to hire a Senior Portfolio Manager (PM) for Systematic Equities. This is a unique opportunity to lead a large, high-performing team and drive systematic alpha generation within a well-capitalized, institutionally backed platform.

For the right candidate, this opportunity may include a Separately Managed Account (SMA) structure, allowing for independent capital deployment while leveraging the firm’s best-in-class infrastructure, execution, and operational support.

The Role

This role is ideal for a senior-level Portfolio Manager with a strong track record in systematic equities and proven experience in managing large teams. You will oversee alpha research, portfolio construction, risk management, and execution strategies across global equity markets.

As a key hire working directly with the founder, you will have the opportunity to shape the next phase of systematic equity investing at one of the industry’s most respected firms.

Key Responsibilities

• Develop and scale systematic equity strategies (market-neutral, statistical arbitrage, factor investing, intraday/mid-frequency trading).
• Lead and manage a large team of quant researchers, traders, and engineers, ensuring a culture of innovation and performance.
• Oversee portfolio construction, risk management, and execution algorithms, optimizing for return stability and scalability.
• Utilize alternative datasets, deep learning, and machine learning models to enhance alpha generation.
• Deploy strategies globally, ensuring efficient capital allocation across regions and instruments.
• Manage and optimize execution algorithms to reduce trading costs and improve implementation efficiency.
• Potential to run a Separately Managed Account (SMA) for independent capital deployment while benefiting from the firm’s infrastructure.
• Collaborate directly with the founder and senior leadership to drive strategic initiatives.

Ideal Candidate Profile

• 10+ years of experience in systematic equity portfolio management at a hedge fund, asset manager, or proprietary trading firm.
• Proven track record of generating strong risk-adjusted returns (Sharpe 2.0+ over multiple years).
• Experience managing and scaling a high-performing team (10+ quants, traders, engineers).
• Expertise in quantitative modeling, portfolio optimization, and execution strategies.
• Proficiency in programming (Python, C++, R) and experience with cloud computing, distributed systems, and alternative datasets.
• Deep understanding of market microstructure, factor-based strategies, and portfolio risk management.
• Ability to operate independently within an SMA structure, efficiently managing capital and research initiatives.

Why This Opportunity?

• Direct access to the founder of a top-tier hedge fund, offering unparalleled strategic influence.
• Significant capital allocation with potential for a Separately Managed Account (SMA) structure.
• Full autonomy to build and scale a team, backed by world-class infrastructure and execution capabilities.
• Access to institutional-quality data, technology, and research resources.
• Highly competitive compensation package (base + PnL-based profit-sharing).
• A long-term institutional commitment to systematic equity investing, providing stability and scalability.

Next Steps

If you are an experienced Portfolio Manager with a strong track record in systematic equities and are looking for an opportunity to run a large team or manage an SMA within a leading hedge fund, apply now to discuss this exclusive opportunity.

About Our Client

Our client is a rapidly expanding buy-side firm specializing in systematic trading across derivatives and cash markets. With a strong emphasis on AI-driven research, they integrate deep learning and reinforcement learning into high-frequency and medium-frequency trading strategies to generate uncorrelated returns for institutional investors.

The Opportunity

Join an elite research team at the forefront of AI-driven quantitative trading. This role focuses on applying state-of-the-art deep learning techniques to options, futures, and structured derivatives markets, with direct exposure to real-time alpha generation, portfolio optimization, and execution strategies. You will develop cutting-edge models for forecasting market dynamics and optimizing trade execution in a systematic, data-driven framework.

Key Responsibilities

• Develop advanced AI/Deep Learning models for predictive signal generation in derivatives markets (volatility surfaces, term structure forecasting, order flow dynamics).
• Apply reinforcement learning to optimize execution strategies, market making, and hedging frameworks.
• Build and refine NLP-based models for extracting signals from alternative datasets (news sentiment, earnings call transcripts, options order flow).
• Enhance systematic options trading strategies (e.g., delta-hedging, volatility arbitrage, statistical arbitrage) using deep learning-based predictive frameworks.
• Deploy and optimize AI models in production with real-time inference and model adaptation to changing market conditions.
• Improve research infrastructure (scalable data pipelines, high-performance backtesting engines, deep learning model training frameworks).
• Collaborate with portfolio managers and execution teams to integrate AI-driven signals into risk-managed trading portfolios.
• Publish internal research on deep learning architectures for financial time series forecasting, reinforcement learning for derivatives trading, and explainability of AI-driven strategies.

Ideal Candidate Profile

• 5+ years of experience in quantitative research, systematic trading, or AI-driven signal development at a top-tier hedge fund, prop firm, or high-frequency trading firm.
• Strong track record of alpha generation in derivatives markets (Sharpe ratio, risk-adjusted returns, and execution efficiency).
• Expertise in AI/Deep Learning frameworks: PyTorch, TensorFlow, JAX, or Hugging Face Transformers.
• Strong programming skills in Python and C++ (for low-latency research and execution).
• Advanced degree (PhD preferred) in AI, Machine Learning, Quantitative Finance, or Computational Sciences.
• Deep knowledge of:
  • Neural networks for time-series forecasting (LSTMs, Transformer models, CNNs for market data).
  • Reinforcement learning for execution optimization (Q-learning, PPO, AlphaZero-style models).
  • Generative models for synthetic data generation (GANs, VAEs, diffusion models).
  • Derivatives pricing models (stochastic volatility, Monte Carlo simulations, local volatility).
  • Market microstructure and high-frequency trading for listed options and futures.
  • Portfolio optimization under liquidity, margin, and regulatory constraints.

Why Join?

• Be a key player in an AI-first quantitative research team, working with top-tier hedge fund PMs and AI researchers.
• Work with exclusive datasets (tick-level options data, alternative data partnerships, deep order book data).
• Access to world-class compute resources for deep learning model training and high-performance AI-driven research.
• Remote-first culture with flexibility to work from anywhere, while engaging with top-tier talent in AI and systematic trading.

A leading investment firm is seeking an experienced Quantitative Analyst to strengthen its investment strategies. With over a decade of incorporating quantitative strategies into their investment process, the firm is looking for someone with more than seven years of experience in quantitative research and financial modelling. In this role, you will collaborate closely with fundamental portfolio managers to develop and refine models that provide data-driven investment insights.

Key Responsibilities

• Develop and maintain quantitative models to support investment decision-making.
• Work closely with fundamental portfolio managers to integrate quantitative insights into investment strategies.
• Analyse financial and market data using statistical, econometric, and AI/ML methodologies to identify trends and opportunities.
• Identify, evaluate, and integrate internal and external data sources.
• Develop scalable tools and processes using R or Python.
• Communicate findings clearly, ensuring transparency in model development, assumptions, and outputs.

Ideal Profile

• 7+ years of experience in quantitative analysis and financial modelling, with expertise in equities and factor investing.
• Master’s degree in Mathematics, Statistics, Computer Science, AI, or a related quantitative or engineering field.
• Proficiency in R/Python for data analysis and model development.
• Strong data science skills, including data cleaning, predictive modelling, and feature engineering.
• Ability to adapt to emerging technologies and integrate AI/ML techniques, including large language models (LLMs).
• Excellent communication and collaboration skills to bridge quantitative research with fundamental investment decision-making.

Please be aware that this role is not eligible for US work permit sponsorship.

A leading systematic hedge fund, known for its collaborative, research-driven culture, is seeking a Machine Learning Specialist to apply cutting-edge ML techniques to enhance trading strategies and infrastructure.

This is a first-of-its-kind role, where you will act as a subject matter expert in ML, working across asset classes and strategies to develop scalable, high-impact solutions.

With a highly selective team (predominantly Ivy League/Oxbridge grads) and a multi-strat, multi-asset approach, this firm offers a unique opportunity to shape the future of machine learning in systematic finance.

Key Responsibilities:

• Develop & Apply Machine Learning Solutions: Identify opportunities to integrate ML into alpha generation, execution, and risk management.
• Cross-Team Collaboration: Work with quant researchers, traders, and engineers across equities, macro, and volatility strategies.
• End-to-End Implementation: Own the ML research pipeline, from feature extraction to production deployment.
• Stay at the Cutting Edge: Leverage advancements in deep learning, NLP, reinforcement learning, and other AI techniques to enhance systematic trading.
• Multi-Asset Coverage: Apply ML methodologies across equities, vol (rates/converts), commodities, FX, and credit.

Ideal Profile:

• PhD or Master’s in Machine Learning, Computer Science, Applied Mathematics, or a related field, with a strong publication record in top ML/AI conferences.
• First-Principles Thinker: Ability to craft ML solutions tailored to high-performance trading environments.
• Extensive NLP & Feature Engineering Experience: Strong focus on scalable data analysis for signal generation.
• Strong Programming & ML Stack: Proficiency in Python, TensorFlow, PyTorch, Scikit-learn, and distributed computing.
• Quantitative Finance Exposure: Preference for candidates with quant experience, not just pure AI/ML backgrounds.

Overview:

Join a small high-performance Systematic Prop Trading business. Working as part of Quant Research team, to analyse data, build models & signals for alpha generation, and manage risk.

Responsibilities:

Develop software solutions that leverage sophisticated statistical techniques and technologies to answer the most challenging questions in finance:

• 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

Compensation: £300k-£400k (depending on experience)

Feel your experience does not fit all these requirements? We encourage you to apply anyway!

A global proprietary trading firm that has been a major player in traditional financial markets since the early ’90s. Over the past decade, they have expanded aggressively into emerging markets, including Digital Assets, and are now building out a cutting-edge AI-driven trading platform.

Why?

They are launching a new AI division to integrate cutting-edge machine learning, deep learning, and reinforcement learning techniques into their trading strategies. This is a high-impact, greenfield opportunity to shape the firm’s AI capabilities from the ground up, driving innovation in automated trading, predictive modeling, and decision-making systems.

What?

• Lead the research, development, and deployment of AI models for trading and market prediction.
• Architect and build scalable AI/ML infrastructure using Python, TensorFlow/PyTorch, and modern frameworks.
• Work closely with traders, quant researchers, and engineers to optimize execution strategies.
• Develop and implement low-latency, real-time learning systems in production.
• Leverage cloud computing and distributed systems to scale AI workloads.

Where?

Global presence with 10 worldwide offices, including London. This role offers remote flexibility, but a London base is preferred.

How much?

Expect highly competitive compensation, with a base salary of up to £300k + bonus + equity.

Job Title: UI Developer (Hedge Fund)

Location: London

Job Description:

We are seeking a talented and driven UI Developer to join a fast-paced, dynamic team within a leading hedge fund. As a UI Developer, you will play a key role in developing and enhancing user interfaces for our internal and client-facing applications. Your primary focus will be on building intuitive, visually appealing, and data-driven user interfaces using modern web technologies.

Responsibilities:

• Develop and maintain high-performance, scalable, and visually rich user interfaces for financial applications.
• Work closely with data engineers and analysts to visualize complex financial data, ensuring accurate and meaningful representation of critical metrics.
• Implement responsive and accessible designs, ensuring a seamless experience across various devices and platforms.
• Collaborate with cross-functional teams to define technical requirements, design specifications, and product features.
• Continuously improve the front-end architecture to ensure efficient, reusable, and maintainable code.
• Optimize web applications for speed and scalability.
• Participate in code reviews and maintain high coding standards.
• Stay up-to-date with industry trends and best practices, proposing innovative solutions.

Qualifications:

• Strong experience with React, JavaScript, and TypeScript.
• Proven experience visualizing financial data or working with data-heavy applications.
• Solid understanding of web technologies (HTML, CSS, RESTful APIs, and WebSockets).
• Experience with state management libraries (e.g., Redux, MobX).
• Familiarity with data visualization tools and libraries (e.g., D3.js, Chart.js, or similar).
• Strong problem-solving skills and attention to detail.
• Ability to work in a fast-paced, collaborative environment.
• Excellent communication skills and the ability to work effectively with both technical and non-technical stakeholders.
• Experience working in a finance or hedge fund environment is a plus.

Preferred Skills:

• Experience with data visualization frameworks in financial markets or trading platforms.
• Familiarity with CI/CD pipelines and version control (Git).
• Exposure to backend technologies or full-stack development.

This is an exciting opportunity for a UI Developer with a passion for finance and cutting-edge technology. If you thrive in a challenging, high-performance environment and are excited to work with financial data visualization, we would love to hear from you!

This team in the UAE has been founded by Quant industry veterans who understand the requirements to build a Quant business from scratch have the most resources anywhere pretty much (near infinite compute and data budgets with almost instant approvals). + a complete Data overhaul that will mean that data is not just abundant but clean and easy to access.

They are seeking exceptional QRs that can transform complex financial and alt data, and use AI/ML, to generate alpha across a variety of strategies/asset classes. This is led by an incredibly strong team of collaborative PMs that give the best environment to learn anywhere in the world, with additional flexibility on projects and scope to bring new ideas to the table.

What You’ll Do

• Leverage cutting-edge machine learning techniques to uncover hidden patterns in financial data and generate novel alpha strategies
• Apply machine learning algorithms to diverse, large-scale datasets from diverse source (financial and alt, huge data function delivering this).
• Create and test complex investment ideas in collaboration with their engineering team
• Participate in reading circles to stay current with the latest research. Share insights from conferences on stats/ML/Data Science.

What We’re Looking For

• Degree in a technical or quantitative discipline (statistics, mathematics, physics, electrical engineering, or computer science)
• All education levels welcome, from bachelor’s to doctorate
• Intermediate programming skills in C, C++, Java, Python, or similar languages
• Deep understanding of machine learning algorithms with the ability to modify and optimize them
• Hands-on experience applying machine learning to real-world datasets
• Experience developing and implementing sophisticated quantitative models to exploit market inefficiencies
• Published research in academic journals or conference presentations (preferred)

Why move to the UAE?

• Ranked top 5 safest cities in the world
• Top international schools; school fees are covered by this client for employee’s family
• Year round sunshine; you can work from your home country in July/August
• Huge tax benefits

Quant Hedge Funds have flocked to the UAE over the last few years, mainly starting by moving over Senior PMs from other regions to setup their strategies from here. Now that there is enough of a presence, the supporting functions of these Quant businesses are growing in the region, after previously being serviced from other locations.

Role:

There is a wide range of Data responsibilities within this QR team, so the hire will need to be a savvy data engineer with experience wrangling data, optimising data systems as well as building new ones from scratch:

Responsibilities:

• Onboarding new datasets (financial, alt, structure and unstructured
• Data cleaning, standardisation etc
• Data streaming, pipelining etc
• Data Analysis
• Interface with Quants, PMs and QDs to understand the data needs of their research

Required Skills:

Here’s a list of interesting things that clients are interested in seeing:

• Python
• SQL
• AWS/Azure/GCP
• Airflow/Snowflake exp. is plus
• CI/CD + DevOps exp. is a plus
• Exp. with common financial data sets (e.g. Bloomberg, Refinitv, FactSet, S&P Global, CapIQ etc)

A top Crypto Quant fund (backed by TradFi) is looking to hire a Quantitative Researcher to spearhead their Execution research function. This is a unique opportunity to be the first dedicated hire in this area, with the potential to shape and lead execution strategies and infrastructure.

Role Overview

As the Execution Quantitative Researcher, you will play a pivotal role in establishing and advancing execution research efforts. This is an exciting opportunity to be the inaugural hire in this domain, allowing you to define and lead our execution strategies from the ground up and learn on the job.

Key Responsibilities

• Strategy Development: Create and enhance execution strategies aimed at capitalising on new alpha signals over various time frames, ranging from seconds to hours.
• Slippage Minimisation: Optimise order placement and scheduling techniques to effectively reduce slippage during trades.
• Market Impact Modeling: Develop comprehensive market impact models and seamlessly integrate them into the portfolio optimisation framework.
• Backtesting Validation: Leverage internal trading data to validate and improve backtesting engines, ensuring robust performance analysis.
• Collaborative Research: Work closely with fellow researchers to contribute to the overall development of trading strategies and methodologies

Qualifications and Skills

• 2-8 years in Quant trading and Execution Research
• Strong background in market microstructure analysis, transaction cost analysis (TCA), and simulator design
• Proficient in Python; C++ knowledge is a plus
• Familiarity with utility function design, rules-based logic for order execution, and multi-period optimization preferred
• Advanced degree in a quantitative field (e.g., Computer Science, Mathematics, Physics)
• Crypto trading experience is a plus but not required

Junior / Mid Software Engineer – Systematic Hedge Fund – Up to £180k TC

My client is a systematic hedge fund hiring a junior / mid software engineer to join the core tech team – this is a small team (<10 people) headed by the CTO (10+yoe in the buy side industry).

You will be building and optimising their risk platform (a low latency, distributed system calculating RTR for cross-asset strategies) and regularly interface with Quants from trading pods.

What’s in it for you:

• Working and learning from senior developers with multiple yoe in buy and sell side industry
• Exposure to front office and opportunity to join a trading team further down the line
• Building business critical application impacting all of the firm’s trading activity

Requirements:

• Experience building and optimising high-throughput systems in Java
• Background in Middle Office / Front Office preferred
• No exp / knowledge of Risk needed
• Exposure to Frontend tech (React ideally) would be ideal

Interested in learning more? Apply now! We’ll get back to all shortlisted profiles within 48 working hours.

Options Strategist

A senior team is looking for an Options Strategist to join their mission of establishing a comprehensive options trading capability. This team focuses on systematic options trading within the group and aims to implement strategies across a wide array of asset classes, including equities, FX, and commodities. The strategist will be instrumental in developing options trading strategies that align with the fund portfolio. This is a pivotal moment to join, with the team and platform in the early stages, offering an opportunity to influence the future direction.

Key Responsibilities:

• Identify trading opportunities by analyzing market trends
• Engage in alpha research and strategy development, including idea generation and quantitative analysis
• Conduct extensive back-testing and performance evaluation
• Execute systematic trading with medium holding periods
• Initially concentrate on equities, with plans to expand into FX and commodities

Essential Qualifications:

• Proven experience in executing systematic options trading strategies
• Advanced degree (MSc/PhD) in a quantitative field such as Computer/Data Science, Physics, Statistics, Applied Math, or Finance
• Over 5 years of experience in financial markets
• Strong programming skills in Python, R, or similar languages
• Entrepreneurial mindset and approach

Established Portfolio Manager/Trader with Proven Expertise

Major Buy Side client look for an established Portfolio Manager/Trader with a distinguished 5+ year track record in the financial markets. This role is designed for a seasoned professional who has demonstrated expertise in designing, developing, and managing highly profitable systematic trading strategies across diverse markets, including US Cash Treasury and Futures, Foreign Exchange, Equities, and Commodities.

The ideal candidate is a strategic thinker who has excelled in trading strategy design and research. Proficiency in high-level programming languages such as C++ and Python is essential. The role demands collaboration with our technology and trading experts to implement strategies effectively in production environments.

Key Contributions & Experience:

• Proven track record of at least 5 years in portfolio management and trading, with a focus on systematic strategies in various asset classes.
• Demonstrated ability to maintain and improve a 3+ Sharpe Ratio, ensuring fully automated, high-frequency to mid-frequency trading strategies, including overnight positions.
• Experience in managing strategies for CME Futures (all asset classes) and Cash US Treasuries.

Qualifications:

• Educational Background: Bachelor’s, Master’s, or Ph.D. in Engineering, Mathematics, Physics, Statistics, or Computer Science.
• Seniority: Minimum of 5 years of experience in a relevant role, preferably on a proprietary, quantitative, or electronic trading desk (investment bank, hedge fund, etc.).
• Skills:
  – In-depth experience in alpha generation and portfolio management.
  – Advanced programming skills in C++ and Python. Familiarity with Linux and code repository management is a plus.
  – A driven, self-motivated personality with a creative approach to problem-solving.
  – Strong communication skills, capable of presenting complex strategies in a clear and confident manner.

This position offers an exciting platform for a seasoned Portfolio Manager/Trader to continue their successful career trajectory in a dynamic and supportive environment. Be part of a team where your skills and experience are valued and where you can make a significant impact.

Our client, a successful proprietary trading firm based in New York and London, is currently seeking to hire talented C++ Developers to join their London office. The firm leverages rigorous quantitative analysis and cutting-edge low latency trading systems to deploy intraday systematic and HFT trading strategies across multiple asset classes and products. As a member of their team, you will initially work on their internal crossing system, as well as expand and optimize their exchange connectivity systems.

Joining this team means you’ll have the opportunity to work on cutting-edge low latency trading systems, gain exposure to multiple asset classes, and contribute to a culture of innovation and continuous improvement. You’ll be part of a team of experts who are passionate about what they do and committed to excellence.

Requirements:

• Deep knowledge of modern C++
• Expertise in data structures and algorithms
• Experience with memory management/optimisation or experience working on latency sensitive systems
• Comprehensive knowledge of Linux system internals and networking
• Experience working on trading systems would be a plus

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.

I am working with a huge fund in the Middle East, looking to grow their Systematic business tremendously as they deploy $100’s of billions into diverse global strategies.

The UAE is increasingly becoming “the place to be” for business. The majority of the established buy-side firms that we partner with have either made the move or are exploring, it in order to take advantage of their 0% tax regulations.

If you’re interested in the prospect of 0% tax and a never ending summer, it could be a game-changing move for your long-term prospects.

Role: Quantitative Developer

Location: Abu Dhabi

Tech: Python, C++, Java (Golang)

Salary: Up to £300,000

Example of experience my client is looking for:

• Experience in Execution, Back-testing and Productionising
• Implementation and Portfolio Construction experience
• Python/C++/Java
• Top University educational background

An Equities Stat Arb Fund based in Munich is looking to hire an experienced Python Quantitative Developer to play a crucial role in building out their cutting-edge systematic trading platform.

In this role, you will join a tight-knit team of 10 professionals, the majority of whom are researchers, and collaborate closely with another Senior Quantitative Developer. They are keen to find a proactive self-starter who can bring forth fresh ideas and positively influence their technological trajectory.

Responsibilities:

• Build and optimise their systematic trading platform.
• Create software solutions to assist researchers in extracting signals from data.
• Implement and productionise trading strategies alongside execution algorithms.
• Contribute to potential modelling and execution research in the future (optional).

Requirements:

• 3+ years of software engineering experience in the trading industry.
• Expertise in Python and willingness to work with other languages when necessary.
• Solid education background in Computer Science or related field.
• Currently based or willing to relocate back to Munich.

What they offer:

• Highly collaborative environment that places a premium on knowledge exchange.
• Immediate substantial impact as the second engineer within the firm.
• Incorporation of a profit-sharing scheme in the annual bonus structure.

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.

Durlston Partners is collaborating with a proprietary trading firm based in London, known for using a combination of machine learning and algorithmic trading strategies to trade futures across major exchanges.

You’ll be joining a small yet dynamic, fostering an open and collaborative culture where every member contributes to both core strategies and the infrastructure.

Responsibilities:

• Developing statistical models for trading strategies
• Generating new trading ideas
• Analysing tick-level data for execution improvements
• Coding and productionising trading strategies
• Overseeing and managing production strategies

Requirements:

• 1-3 years of experience in a quantitative trading team, preferably intraday strategies or signals (either buy-side or sell-side)
• MSc or PhD Degree in mathematics or scientific field from top university
• Proficiency in Python
• Familiarity with statistics and machine learning
• Strong communication skills
• Right to work in the UK (unfortunately our client is not able to provide visa sponsorship at the moment)

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.

Durlston Partners is collaborating with a pioneering Quant Trading firm in their search for an experienced Research Engineer who excels in solving large-scale numerical and computational problems.

In this role, you’ll work closely with the Research Team to deliver scalable solutions for their research infrastructure and facilitate the deployment of new models in live trading. The firm leverages cutting-edge statistical and machine-learning techniques to improve the research process and create novel algorithms for signals prediction.

In addition to offering an intellectually stimulating environment, this firm is renowned for providing highly competitive compensation packages that truly reward talent and commitment.

The role is open in both Chicago or London.

Responsibilities:

• Collaborate with research and technology teams to investigate novel research ideas, assess them through large-scale experiments, and develop scientific libraries to disseminate these discoveries and methodologies.
• Build the tools and engines that propel their platforms and models into live trading scenarios.
• Evolve to independently conceive, test, develop, and oversee research projects and processes.

Requirements:

• Expertise in Python and C++
• Track-record of solving large parallel computational problems
• Strong numeracy skills and mathematical background
• Experience building software in quantitative trading environments is beneficial, but also open to candidates outside of industry (Big Tech, AI, self-driving, etc..).
• Excellent software development practices
• Stellar academic background in a STEM field

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.