Durlston Partners

How does working with someone commended for the quality of his C++ by Bjarne Stroustrup himself sound?

A London based quant-driven crypto fund is looking to add C++ developers to their team before beginning trading operations. They use proprietary data sources along with blockchain expertise to distinguish themselves from their competition.

They are looking for C++ devs who:

• Are highly proficient in C++
• Have Golang experience (not necessary)
• Have an interest in the crypto industry
• Have latency and algo experience

They’re incubated by a multi-billion dollar fund, and are looking to scale strategically and steadily over the course of the next year, kicking things off with 2 x C++ Engineers to report into the Head of Algo Trading.

The team consists of a few ex-Morgan Stanley, and even an ex-Citadel Head of European High Frequency Trading Technology.

– Extremely high impact work – value seen in your own input
– Little red-tape
– Work directly with founders
– No room for egos – the focus is on creating the most efficient code and making everyone money – very flat structure
– Funding is secured, with a valuation of roughly £3m per person

Finance experience not required – latency experience (e.g. in both finance and gaming) is more important

There is a large focus on deliverables, and bonus etc is based on the work that you put in, and the success of the company. The small team nature means that you’ll see your impact correlate directly into the business.

• Up to 150k + bonus
• 4 days in-office 1 day remote
• 3 stage interview process (no take-home test)

If you or someone you know would be interested in this role, get in contact at:

• Email: ruairidh@durlstonpartners.com
• LinkedIn: Ruairidh Handyside

Referrals are well rewarded with cash

A very successful and prominent hedge fund with a passion for technology is looking for a Java developer to join the Front Office Tech team. You will be working on their real–time Risk and P&L application. This is a fast-paced, collaborative and varied role that includes developing new bespoke pre/post-trade analysis tools for individual portfolio managers, extending product coverage, adding new metrics, ingesting market data, scaling out the system, or generally improving stability and performance.

The role involves working directly with portfolio managers and owning the development process from requirements gathering to implementation and testing. This is a fantastic opportunity for someone interested in learning more about the business.

Requirements: 

• Graduated from a Top 25 UK University (or equivalent) in a STEM-based subject.
• Development experience with Python.
• A keen interest in the business/finance side and talking to users directly about their needs

What kind of things you could be working on but not limited to:

• Onboarding new portfolio management teams and building all the tools and processes they require
• Adding or enhancing support for pricing of trading products across all asset classes
• Working and integrating with third-party vendors for research data, market data feeds, pricing libraries, etc.
• Continuously improve and support their existing infrastructure and systems
  

If you are curious about this opportunity, but not sure if it’s the perfect match, please reach out to me on LinkedIn or via email (shoibe@durlstonpartners.com) and we can have a chat.

We will respond to all successful candidates shortlisted for this opportunity within 3 days and would advise all candidates to follow our company page for all the latest opportunities.

Our client creates the most cutting-edge and lucrative products to support trading on markets worldwide. They are keen to onboard an engineer who can design and develop high-performance algorithmic solutions, likes being challenged, hates climbing corporate ladders, and doesn’t mind the added bonus of having hard work rewarded through recognition and extremely competitive compensation.

Requirements:

• Graduated from a Top 25 UK University (or equivalent) in a STEM-based subject.
• Professional background in C++ programming
• Previous experience working in a similar role
• Experience in the financial industry is a plus, but not required

Desirable:

• Having worked in Unix/Linux environment
• Experience with other OOP languages (Python/Java)
• Low-latency experience on a trading platform

If you are curious about this opportunity, but not sure if it’s the perfect match, please reach out to me on LinkedIn or via email (shoibe@durlstonpartners.com) and we can have a chat.

We will respond to all successful candidates shortlisted for this opportunity within 3 days and would advise all candidates to follow our company page for all the latest opportunities.

We are working with a research and technology company. An all-in-one Hedge Fund, HFT, Asset Manager, and Venture Capital. Our client combines extensive and diverse experience from the Quant, Tech, and Finance worlds but is bound by a passion for sharing ideas, learning, and solving problems together. You will work alongside a talented team to help identify and implement technological improvements across the business. 

Requirements:

• Graduated from a Top 25 UK University (or equivalent) in a STEM-based subject.
• Professional background in Python programming
• Experience in the financial industry is a plus, but not required

Desirable:

• Experience with Options MM/Finance
• Experience using AWS

Your Responsibilities: 

• Identifying and implementing automation improvements across the research and trading system
• Development and ongoing support of Python APIs for internal and external data

If you are curious about this opportunity, but not sure if it’s the perfect match, please reach out to me on LinkedIn or via email (shoibe@durlstonpartners.com) and we can have a chat.

We will respond to all successful candidates shortlisted for this opportunity within 3 days and would advise all candidates to follow our company page for all the latest opportunities.

We are looking for a skilled Python Quant Developer to join a world leading hedge fund. The ideal candidate will have a strong background in Python programming, a passion for financial modelling and data analysis and a knack for complex problem solving.

The quantitative team is responsible for developing and executing a wide range of systematic trading strategies across multiple asset classes. As a Python QD, you will be responsible for developing and maintaining advanced quantitative models and tools used for trading and risk management. You will also be analysing and interpreting data to inform trading decisions and strategies, working closely with researchers and traders to understand their needs and translate them into robust, scalable, and high-performance systems.

What we’re looking for: 

• Professional background in Python programming
• Previous experience working in a similar role
• Experience in the financial industry is a plus, but not required

If this sounds like something you’d be interested in and are keen to learn more about the role or any of those listed on our website, please apply directly or email your CV to nicole@durlstonpartners.com

Base salaries between $200-350k + annual bonus (50-150%)

Joining a first class engineering team within a leading Systematic Trading Firm with offices in New York and Chicago that is looking to expand its Options Market Making team and is seeking highly skilled C++ engineers with solid computer science fundamentals to help build out a next generation trading system.

Technology driven, this firm is a significant participant in the global markets and is frequently at the cutting edge of financial sciences looking beyond traditional approaches, so a creative and pioneering mindset alongside a passion for problem solving will be fundamental to your success.

Responsibilities:

• Build, maintain, optimize and strengthen trading systems
• Collaborate closely with traders and modelers to refine the trading tactics and systems
• Solving low-latency trading problems and optimizing performance-critical code
• Develop and expand knowledge of various technologies, to assess their application

Requirements:

• BS/BA degree in Computer Engineering / Computer Science
• Solid knowledge of C++
• A passion for solutions driven development, with a creative outlook
• Experience with exchange connectivity, order routing and market data always a plus

A tech-heavy, global leading algo prop trader/market maker is looking for an Algo Trading Software Engineer to work across their tech stack. They cover a wide variety of asset classes, and operate on a collaborative, flat structure.

You’ll join existing engineering teams and be exposed to challenges across your skills, as these teams operate on the most challenging and important projects across the business. There will be opportunities for you to move between these teams in order to provide you with a broad range of experience.

Some of these roles may include:

• Working alongside quants to design and build research software for their massive research cluster (>100,000 CPUs & >6,000 GPUs)
• Contribute to the (in-house developed) core tech platform, using distributed microservice architecture to allow millions of trades each day, and 24/7 operation.
• Writing the software to improve and manage their global trading network, and trading servers over roughly 50 sites across the world.

Everything that you build will be used solely in-house, and what is created is used to trade over $300bn daily on a fully automated basis.

It is likely that you will be using Python and Golang on a regular basis, with a little Rust when appropriate, however, there is room for other languages!

Requirements:

• Strong technical skills in coding
• Experience with distributed systems
• Familiarity with common algorithms and data structures and their performance trade-offs
• Ability to work independently on complex systems
• Interest in systems engineering and infrastructure
• Familiarity with the Linux command line – positive but not needed

This role is in-office, based not too far from Kings Cross Station

Apply via this page or at:

http://www.linkedin.com/in/ruairidh-handyside

ruairidh@durlstonpartners.com

Software Engineer (Python/C++) – Systematic Hedge Fund

About:

Our client, a leading systematic Hedge Fund based in the City, is looking for bright Junior Developers to join their elite IT team made up of world-class engineers. This is an outstanding opportunity for a talented Developer to work closely with Quants and Portfolio Managers developing automated trading systems and solutions, having a direct impact on alpha generation.

As a Python / C++ Developer, you must be passionate about programming and technology with the ambition to continually progress and develop your career in an environment with a steep learning curve. They are looking for Junior Developers who can demonstrate their absolute passion for Computer Science, constantly keeping up to date, as well as putting their ideas/research into practise (GitHub, StackOverflow, Hackathons, Olympiads etc..).

Requirements:

• Excellent development skills in Python, C++ or any other OO language
• Strong Computer Science foundations: data structures, algorithms and complexity theory
• Passion for solving complex computer science & mathematical related problems
• BSc/MSc/PhD in a technical discipline with a minimum of a 2:1 degree from a top tier university (Oxford Cambridge, Imperial or similar)

This is a fantastic opportunity to learn alongside some of the brightest minds in the industry, and build a long term career.

For further information, please submit your CV.

We will respond to all successful candidates shortlisted for this opportunity within 3 days and would advise all candidates to follow our company page for all the latest opportunities.

We are working with a highly technologically-driven firm that operates at the intersection between insurance, investment and pension, running like a boutique Hedge Fund. They are looking to add a Quant Developer to their team of exceptional tech talent, to work on multiple and varied projects running in parallel (think trade modelling and pricing, scenario analytics tools, market data processing and more).

What you’ll get:

• Strong compensation packages with generous base, bonus and benefits
• Lots of greenfield/brownfield projects to work on
• The opportunity to work on large-scale migration project
• Hybrid work environment

What you’ll bring:

• Strong experience in programming in either Python, Rust or C++
• Good communication skills and the ability to be a true team player
• A ‘get stuck in’ attitude, with the drive and curiosity to get your head around different complex systems

People are not checklists: if you are curious about this opportunity, but not sure if it’s the perfect match, please apply attaching your CV or emailing it to nicole@durlstonpartners.com and a member of the team will get back to you asap.
Feel free to email nicole@durlstonpartners.com or contact me on LinkedIn if you want to arrange a discreet discussion about any of the current openings with Durlston Partners’ client base.

Systematic Trading Developer – 1-2  yrs experience – $150k base + bonus – FinTech

Durlston Partners are working with a FinTech, born out of a renowned Hedge Fund. The FinTech aims to provide ., to financial institutions and investment funds.

They are looking to onboard 2 Junior Software Engineers (Java or .Net), to develop the core technology and high-speed processing engine required to support their growing roster of Systematic Trading clients.

This is an exciting greenfield opportunity that will build on your experience working with low latency, high throughput trading applications, across electronic trade booking, portfolio tracking, pricing, risk and back office systems.

Technical Requirements:

• Excellent Java or .NET (C#)
• Familiarity with various frameworks such as Java Spring Boot or ASP .NET Core Services
• Strong system architecture skills
• Experience working across some of the following;
  • Trading APIs
  • Pre-trade risk & compliance checks
  • Liquidity provider connectivity (via FIX and other APIs)
  • Reference & real-time data sources

Who you are:

• Computer Science (or similar subject) Graduate from a reputable establishment.
• Experience developing and maintaining financial systems (electronic booking/trading systems).
• Knowledge of electronically traded asset classes and instruments
• Excellent interpersonal skills with the ability to work in a team and build and maintain cross functional relationships.
• Excellent triage/problem diagnosis skills

If this sounds interesting – Please Apply! All candidates successfully shortlisted will be contacted within 24 hours of application.

Junior Quant Researcher – Working with Successful PM – Growing Hedge Fund

A well renowned Hedge Fund, who have been growing significantly over the past few years, are looking for a Junior Quant researcher to join a highly successful Portfolio Manager in a collaborative environment.

The team trade systematic mid-frequency Equities strategies – you’ll gain exposure to the full investment life cycle (idea generation, modelling, portfolio construction, risk management).

To apply, you should have:

• Up to 3 years of industry experience working within a systematic trading team or a PhD in a highly quantitative and technical discipline
• Excellent Bachelors or Master’s degree in ideally mathematics, physics or statistics
• Proficiency with at least one of the following OOP languages: Python, C++, Java

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our company page for all the latest opportunities.

We are working with one of the world’s leading hedge funds, overseeing assets on behalf of institutional investors from around the world, who are looking for a Front End engineer to work on the development of a macro trend-spotting platform.

As part of this project, you will not only be cooperating with project managers and strats, but also working closely with front office teams and quantitative developers in a highly collaborative environment.

Technical requirements:

• Strong JavaScript and React expertise
• Prior experience in single-page apps architecture
• Experience in testing with Jest (or similar)

Benefits:

• Salary up to £140k base + bonus
• Flexible hybrid working arrangements, with a 3/2 WFH day split
• Swift and streamlined interview process

People are not checklists: if you are curious about this opportunity, but not sure if it’s the perfect match, please apply attaching your CV or emailing it to nicole@durlstonpartners.com and a member of the team will get back to you asap.
Feel free to email nicole@durlstonpartners.com or contact me on LinkedIn if you want to arrange a discreet discussion about any of the current openings with Durlston Partners’ client base.

A top systematic fund trades Equities in a fully automated fashion around the world with horizons ranging from days to weeks.  The business has enjoyed a great deal of success over the years they have been operating, growing both their capital and team at an impressive rate. They are now looking for individuals who can help expand into different markets and frequencies.

This is a great opportunity to work with some of the most brilliant minds in the industry in a collaborative and supportive working environment with ample exposure.

Whilst my client endorses a collaborative working environment, they also place great emphasis on recognizing individual achievements.

Requirements:

• Hold an MSc and above degree in a quantitative discipline (Mathematics, Statistics, Compute Science etc.)
• 2+ years’ working experience in a statistical arbitrage environment, developing or improving existing short term alpha signals (HFT – Intraday)
• Experience working with Python, C++ is a plus
• Knowledge of statistical learning, linear algebra and market microstructure

Please get in touch for more information or if you’d like an initial confidential chat at pei@durlstonpartners.com.

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our website for all the latest opportunities.

The company

The only market maker who continually provided quotes for clients during the recent saga in the crypto world is seeking a Quantitative Trader to manage risk for the firm. Informed decision making and being considered in their practices is one of their core values. As a firm whose service level is heralded as better than any other market maker, compensation includes a bonus which has potential to be multiples of base.

You will

• Actively and tangibly boost their earnings
• Enhance customer trading experience to increase customer service quality
• Increase exchange trading efficiency to keep them at the forefront of cryptocurrency trading

This role would best suit someone who has spent 6-18 months in a trading environment and wants to step into an industry leading market maker to be mentored by world class traders.

Requirements:

• Bulletproof academics in Maths, Physics or Statistics
• Solid Python experience
• 6+ months commercial experience

Culture is at the core of any successful business and this firm prides themselves on having created an environment that gets the best out of the team while maintaining a healthy atmosphere. To reach their big ambitions, you will work in one of their high performing teams where your contribution is rewarded fairly

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.

Investment Management Firm – Algorithmic Trading Software Engineer – Up to £200k Base + Bonus

Our client is a quantitative and systematic investment manager with offices in London, Paris, Hong Kong, and Singapore. Their market presence is global and expands across the largest liquid electronic venues in Europe, Asia-Pacific, and North America. They combine, trading expertise, research, and new technologies to achieve high-quality returns for investors.

Responsibilities:

• A key member of the development team, building and enhancing key components for the trading and research platform
• A role with the potential to touch many aspects of electronic and algorithmic trading, back testing, and data management systems roll out
• Working with traders and quants to role, support, and run strategies
• Building and supporting new quantitative trading framework software
• Designing clean architecture and leveraging state-of-the-art tools and components
• Bringing new ideas and experimenting with new technologies

Requirements:

• Up to 5 years of professional experience
• Proficient in C++ and Python skills
• Very high standards in code quality and good development practices
• Knowledge of real-time systems, high-performance computing, and quantitative applications an advantage
• Team player
• Fast learner
• A first experience in trading algo is a plus

If you are interested in this role please feel free to contact me on:

Email – shoibe@durlstonpartners.com

Phone – +447400803306

Referrals are appreciated and well-rewarded!

Senior Site Reliability Engineer

A key technology and research driven systematic market maker, have engaged with Durlston Partners to help onboard a critical position for the business, a Senior Site Reliability Engineer. The organisation trades globally, through a myriad of asset classes, leveraging their state-of-the-art systems to execute millions of trades a day that help them keep a competitive edge over the market and similar organisations.

They are a growing company that understands the difference talented individuals bring. Operating with a culture of transparency and minimal bureaucracy, clarity is provided on how your objectives will impact the business, allowing for maximum impact and little interference beyond this.

Some of what you will do:

• You will develop solutions to complex technical problems to improve the performance of our ultra-low latency exchange and liquidity provision services
• Help develop and innovate the team’s CI/CD pipeline, including build and test orchestration
• Monitor and triage production issues, improving the team’s ability to detect and mitigate such issues
• Research, implement, and operate new software and technologies as applicable to the businesses trading and research infrastructure
• You will architect and develop tooling to enable rapid delivery of new features
• You will work in a fast paced, and dynamic environment complementing our existing high calibre team

Skills You’ll Need to Succeed:

• Prior experience in a DevOps, PRE, or SRE position where you’ve had experience taking strong ownership of an operational and development lifecycle
• Strong programming proficiency in Python (other OOPs also considered – Java, C++, Rust, Go)
• Proficient experience utilising Linux operating systems
• Experience with Containerisation tooling (Kubernetes, Docker) highly desirable
• Passionate about solving problems from technology and automation
• Ability to be well-organised but flexible, willing to change priorities as dictated by exogenous events
• Prior experience working with automated trading systems is a bonus

We are working with a Top 3 Global Multi-Strat Hedge Fund, who are leading the space in terms of both technology and compensation.

One fully-systematic fund within this firms is looking to hire a C++/Python Quant Developer to join their extremely collaborative and flat-structured team. This team, as well as the wider firm, are very well-known for prioritising the latest and most cutting-edge technology to solve some of the business’ most exciting challenges.

They love to see top Devs/Quant Devs who want to have high impact and collaborate with Quants, working towards their huge plans to increase the speed and scale of their simultaneously strategies (multiple thousands).

Expect to be:

• Back-testing and implementing trading strategies and signals into live trading.
• Developing Trading infrastructure
• Working with huge datasets (both structured and unstructured)
• Gaining exposure to multiple asset classes (Equities, Futures, Fixed Income etc)
• Learning with unrivalled opportunities, working collaboratively with industry leaders
• Using the best technology, with innovation being the priority

Requirements:

• Strong experience with C++/Python
• Strong Academics ( Top Undergraduate degree from a Top 50 University)
• Knowledge of financial markets is a huge plus, but not essential

If you are interested in this or any other roles, then please apply or reach out by email: Rahn@durlstonpartners.com

Due to the the high volume of applicants, only successful applicants will be contacted within 48 hours.

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.

Durlston Partners is working with a next-gen crypto trading platform with a role as a frontend engineer available!

Their interfaces are pushed to some of the largest institutions in the space and you could work on implementing and integrating their systems, whilst having a meaningful input into the design and development of the interfaces. They look to allow clients access to cutting edge trading and financial tools across CeFi and DeFi by providing high performance scalable distributed systems to their clients.

They are based in New-York and are looking to expand their reasonably small team.

Current engineering talent has come from firms like Citadel Securities, Five Rings, Facebook AI (FAIR) as well as self-taught technology tinkerers that love being challenged with difficult problems.

This is a great opportunity for Frontend Engineers with experience in finance or big tech that are looking to be part of a small team of skilled engineers and developers. They are looking for Frontend Engineers with experience in modern front-end frameworks and experience building professional front-ends from scratch.

This is the best time to get into the Crypto space – whether you know it or not being my job.

Requirements:

• Experience with a modern front-end framework e.g. React, Vue, etc.
• Proven track record of building professional front-ends from scratch
• Experience with financial trading interfaces is a plus
• Strong communication skills and leadership qualities are desirable

Benefits:

• Competitive comp package
• Small team, so plenty of chances to get hands-on
• Opportunity to work closely with others in the firm

If you are interested please get in touch:

Apply via this page

Email me at ruairidh@durlstonpartners.com

Or message me on LinkedIn at www.linkedin.com/in/ruairidhhandyside

Asset Management Firm – Python Quant Developer – Up to £140k Base + Bonus

Our client is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $9 billion of AUM, offices in New York, London, Hong Kong, Amsterdam, Stamford, Boston, and Los Angeles.

Responsibilities:

• Analytical work to research, implement and support pricing and risk models for different asset classes.
• Development work on server-side processes as part of a micro-service infrastructure.
• The role is part of the firm’s core dev team, and within that its front-office support specialists; this sub-team supports several trading desks globally.

Requirements:

• Programming skills in at least one language from C++, Java, C#, and, Python.
• Financial products knowledge in at least one asset class from Fixed income, FX, Equities, and Credit.
• Financial modelling (vanilla and exotic products, probability and stochastic calculus, Monte Carlo, numerical methods).
• Working knowledge of SQL databases.
• Ability to communicate efficiently and concisely in writing and verbally.
• 1-3 years experience.

We are working with a renowned bank, who are looking for a pragmatic, talented individual to join their systematic eFX market making team team.

This is a well-funded, greenfield build out that will give you opportunity to learn from some of the best in the industry and allow you to play a key role in their expansion.

Responsibilities:

• Building new spot fx market making algorithms from scratch
• Microstructure analysis of market data and statistical analysis of client flows
• Algorithmic pricing for the FX single-dealer platform

Essential:

• Keen interest in solving difficult financial problems using Technology and Statistics
• Taking a pragmatic approach towards solving problems
• Experience of statistical analysis and interpretation of quantitative data
• Masters / PhD in a Quantitative field (Mathematics, Statistics, Physics, Engineering, etc)

We specialise in Systematic Quant recruitment. For a confidential discussion about this role, or the market in general, please reach out to me at ben@durlstonpartners.com or send an application.

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our company page for all the latest opportunities.

Java Developer – Trading and Risk Analytics – Front Office – Global Hedge Fund – Up to £500k TC

Highly successful Global Hedge Fund Client is looking to hire a talented Front Office Java Developer to join their talented, flat structured tech team to build front office applications as well as providing core features and commercial solutions to the client’s Equity Trading and Risk platforms within a fast moving collaborative environment working closely with Traders and Researchers.

Required:

• Solid Java skills
• Experience working closely with traders and researchers on trading platforms / front office
• Strong communication and interpersonal skills to interact with teams across the organisation
• Strong background in computer science fundamentals and distributed systems

Desired:

• Strong interest in financial markets and electronic trading and risk in particular
• Experience working with tech tools in an enterprise context across C++ / Java and Python
• Familiar with multiple varieties of middleware and datastore, ideally in a cloud-native context

I will respond to all successful candidates shortlisted for this opportunity within 48 hours. 

A Systematic Hedge Fund with significant funding are looking to expand its research team. Researchers, alongside Senior Partners, will be tasked with developing profitable, statistical arbitrage strategies across global equity markets, with holding periods ranging from minutes to weeks.

This role will suit someone whose passion resides in designing, testing and deploying complex statistical models and trading algorithms in a collaborative environment.

You’ll work alongside industry experts with a strong track record in the space, which makes it an exceptional opportunity for an ambitious Quantitative Researcher looking to develop their career and knowledge.

Responsibilities:

• Equity Alpha Signal research and development
• Design rigorous experiments into the behaviour of stocks
• Find stationary relationships and profitable strategies
• Write bespoke techniques for analysing predictive relationships that can be systematically used to form strategies
• Apply data science best practices systematically

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our company page for all the latest opportunities. Please press ‘apply’, or email ben@durlstonpartners.com with your CV.