Lead data scientist / KDB developer – Crypto HFT – 100% Remote

A crypto market maker is looking for a lead data scientist / KDB developer to join their flat-structured and entrepreneurial team of highly skilled traders and tech professionals as they expand their trading capacities. and will give you the opportunity to be working alongside traders, quant researchers, and other engineers to come up with innovative solutions to the challenging implementation of a cutting hedge HFT system.

Responsibilities:

• Design, develop and support tick and algo time series database as a foundation for their proprietary electronic market making strategy research
• Build and optimize KDB+ APIs for trading strategies
• Conduct data research, answering questions about the effectiveness of new strategies
• Develop and maintain processes that ingest, transform, enrich and store a combination of structured (blockchain data, reference data etc.) and unstructured data.
• Write code to integrate new trading strategies
• Build automatic reporting systems/dashboards

Qualifications:

• Degree in quantitative degree e.g. Mathematics, Physics, Computer Science
• Experience in data analysis & large data sets
• Experience in a HFT environment
• KDB+ and Q/K expertise
• Strong skills in C++/GO/Rust
• Experience building out infrastructure of large scale-systems

Apply via this page or:

Email me at ruairidh@durlstonpartners.com

Message me on LinkedIn at http://www.linkedin.com/in/ruairidh-handyside

You take pride in your ability to not only manage complex pipelines, processes, and models but build the pipelines from scratch to ensure their efficacy. Your last greenfield project seems like a lifetime ago. Compensation may be acceptable, but your progression has stagnated or your work is undervalued compared to other aspects of the business.

Sound familiar? It doesn’t have to.

We’re looking for an exceptional Data Engineer to join a multi-strat global hedge fund that believes success is driven by constant innovation. The firm has been rapidly expanding as a result of its ability to consistently provide value. In the past year, they have doubled their AUM to the tune of ~$20million.

The Role: 

• Build the best Data Platform in the market via institutional-grade, robust software enabling investment teams to make better decisions
• Develop ingestion processes, migrate Data Lakes, and build the models capable of curating large amounts of data
• Take initiative to improve performance & reliability through identifying and solving bottlenecks

The Environment:

• Your team collaborates with all strategies across the firm providing insights and a statistical backbone that guides ideas, investment strategies, and alpha decisions
• Heavily invest in their engineers through modern technologies and internal promotion
• Small and flat-structured teams with high visibility that create a fast track towards career progression

What you’ll need to be considered for this role:

• Highly capable data engineering skill set and CompSci fundamentals
• Expertise in building pipelines from scratch, optimizing large dataset processing & Data lake migration
• Professional experience with Python, SQL and Cloud technologies

I will respond to all successful candidates shortlisted for this opportunity within 48 hours. If you are interested in other roles, please feel free to contact me at dante@durlstonpartners.com as well as follow Durlston Partners to be kept informed.

A reputable Systematic Hedge Fund with excellent returns is looking to hire a Data Analytics Engineers to join its new Data Analytics Team. Currently made up of 8 people, the team is looking to grow to 15 in the next 18 months.

Our client has a flat structured, transparent and collaborative environment. You will have plenty of opportunity to grow and have an important impact on the business and PnL.

Responsibilities:

• Test and evaluate new alternative datasets in collaboration with quant researchers and data teams
• Use machine learning and statistical methods to automate the extraction of predictive features
• Manage the full lifecycle of data science projects including Data acquisition/exploration/engineering, prototyping and production
• Operate a wide array of methods, including unsupervised, supervised, learning, natural language processing (NLP), anomaly detection etc
• Work in collaboration with data engineers, quantitative researchers to help build and architect the systems

Requirements:

• Strong programming skills with Python (including scientific libraries like Pandas)
• Interest in financial markets, data analysis and programming
• Experience with data science / data manipulation
• Structured and unstructured data management experience
• Excellent communication skills
• Strong education background in STEM

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 working with an innovative New York based startup revolutionising the Real Estate and Healthcare industry through machine learning and state of the art engineering.

As a NLP Engineer you will be accelerating product growth and strategy building out the platform infrastructure all the while helping millions of people. Client is an office 1st firm so you must be keen to work alongside colleagues within a collaborative environment where you are proactive, looking to continually improve and make a high business impact.

What to expect in the role:

• Apply engineering expertise to build out the core ML infrastructure producing high quality code and components
• Drive customer improvements creating new tools and features
• Work in a cross functional team liaising with software development, data and operations specialists
• Contribute to research of innovative ML approaches

Requirements:

• Strong understanding of programming fundamentals and experience using Python in a backend environment for 2+ years
• Obtained Bachelor’s or Master’s degree in STEM or other quantitative discipline, PhD is a plus
• Experience with implementing ML models
• Strong understanding of deep learning frameworks
• Command over natural language processing is a plus
• Demonstrated carrying out quantitative research in personal project or in academia

If you are interested, then please apply and reach out to bethan@durlstonpartners.com. Shortlisted candidates will be contacted within 48 hours.

A chance to work for a 55 Billion AUM Leading Hedge Fund? 

My client are looking for a Data Engineer to be part of a recently formed quantitative investment team. The Data Engineer will be responsible for designing, implementing, and maintaining functionality across various elements of our cloud-native data platform.

You will have the chance to work closely with the best Quantitative Researchers & Data Scientists who have been headhunted in the market, assisting them in defining data outputs needed for research.

Furthermore, you’ll work closely with a very strong Data Engineer, working across greenfield projects using modern tech.

This is a critical hire for my client. Therefore, they’re looking for the very best talent in the market, which is reflected in the healthy compensation packages they’re offering.

What my client are looking for: 

• Experience with Python and SQL
• Excellent communication skills, both written and verbal
• Experience with cloud–based data warehouse technologies (Databricks, Snowflake, Redshift, etc.)
• Experience with cluster compute (Spark, Dask, etc.) and schedulers (Airflow, Dagster, Prefect)
• Experience working with data analysts to define data models, publish metrics, and build dashboards
• Highly skilled and analytical problem solver with logical thought processes and quantitative aptitude
• Strong sense of project ownership and a track record of delivering results

Bonus Points for Candidates with:
• Experience in a quantitative trading firm/hedge fund or experience with timeseries/market/alternative
data
• Interest or experience in analytics engineering (with dbt or other ELT frameworks)
• Experience working with machine learning or NLP data pipelines.

Email: max@durlstonpartners.com

Due to the volume of applicants, successful candidates will be contacted within 2 working days.

There are a number of firms that are currently looking to hire Machine Learning Quant Researchers from junior (2 years experience) all the way through to PMs – this is the hottest year I’ve ever seen in systematic trading.

The roles are classic ML quantitative research roles focused on alpha signal generation. The most important skills for this are (on the junior end) (Finance experience not required):

• Strong quantitative academic credentials (in Machine learning, Artificial Intelligence, Mathematics, Statistics, Computer Science etc.)
• Demonstrated research experience/projects in Reinforcement Learning or Bayesian inference
• Competent programming (usually in Python or C++)

OR (on the more senior end) (Finance experience required)

• • Machine Learning signal research experience with track record
  • Programming skills in (Python or C++)

If you’d like to understand the current market, please e-mail pei@durlstonpartners.com for a confidential chat.