We are seeking a Deep Learning Quantitative Researcher to join one of our systematic clients. In this role, you will be at the forefront of developing and implementing advanced deep learning models to drive investment strategies and enhance our quantitative research capabilities. Responsibilities: Conduct research and develop deep learning models for predicting financial markets, including […]
We are seeking a Deep Learning Quantitative Researcher to join one of our systematic clients. In this role, you will be at the forefront of developing and implementing advanced deep learning models to drive investment strategies and enhance our quantitative research capabilities.
Responsibilities:
- Conduct research and develop deep learning models for predicting financial markets, including but not limited to time series forecasting, natural language processing (NLP), and image analysis.
- Collaborate with portfolio managers and traders to identify alpha-generating strategies and optimize trading algorithms.
- Stay abreast of the latest developments in deep learning, machine learning, and quantitative finance research, and apply cutting-edge techniques to solve complex financial problems.
- Analyze large datasets to extract meaningful insights and identify patterns that can be used to inform trading decisions.
- Work closely with our technology and data engineering teams to deploy and integrate deep learning models into our trading infrastructure.
Qualifications:
- Ph.D. or Master’s degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or a related field.
- Strong background in deep learning, with hands-on experience in developing and implementing deep neural networks using frameworks such as TensorFlow, PyTorch, or Keras.
- Proficiency in programming languages such as Python and experience with data manipulation and analysis libraries (e.g., pandas, NumPy, scikit-learn).
- Solid understanding of quantitative finance concepts, including asset pricing, risk management, and portfolio optimization.
- Excellent problem-solving skills and the ability to thrive in a fast-paced, collaborative environment.
- Prior experience working in a quantitative research role at a hedge fund or financial institution is a plus.
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Role Overview: As a Low Latency C++ Developer, you will play a key role in designing, developing, and optimizing low latency trading systems. You will work closely with quantitative researchers and traders to implement high-performance algorithms and execute trades with minimal latency. Key Responsibilities: Design and develop low latency trading systems using C++. Optimize trading […]
Role Overview: As a Low Latency C++ Developer, you will play a key role in designing, developing, and optimizing low latency trading systems. You will work closely with quantitative researchers and traders to implement high-performance algorithms and execute trades with minimal latency.
Key Responsibilities:
- Design and develop low latency trading systems using C++.
- Optimize trading algorithms and infrastructure to achieve ultra-low latency performance.
- Collaborate with quantitative researchers and traders to understand trading strategies and implement them in software.
- Conduct performance analysis and optimization to improve system efficiency and reduce latency.
- Stay abreast of industry developments and emerging technologies to continuously enhance our trading capabilities.
Requirements:
- Bachelor’s degree or higher in computer science, engineering, or a related field.
- Strong proficiency in C++ programming language.
- Experience with low latency trading systems and high-frequency trading strategies.
- Knowledge of network protocols and hardware acceleration techniques.
- Familiarity with Linux operating system and shell scripting.
- Excellent problem-solving skills and attention to detail.
- Ability to work in a fast-paced and dynamic environment.
Benefits:
- Competitive salary and performance-based bonuses.
- Comprehensive benefits package, including healthcare, retirement plans, and more.
- Opportunities for professional development and career advancement.
- Dynamic and collaborative work environment with opportunities to make a significant impact.
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Are you passionate about quantitative research and interested in applying your skills to the dynamic world of fixed income trading? We’re seeking a talented individual to join our hedge fund team as a Fixed Income Quantitative Researcher. The hedge fund is a leading player in the financial markets, specializing in fixed income trading strategies. With […]
Are you passionate about quantitative research and interested in applying your skills to the dynamic world of fixed income trading? We’re seeking a talented individual to join our hedge fund team as a Fixed Income Quantitative Researcher.
The hedge fund is a leading player in the financial markets, specializing in fixed income trading strategies. With a focus on innovation and quantitative analysis, they strive to stay ahead of market trends and deliver exceptional results for their clients.
As a Fixed Income Quantitative Researcher, you will be responsible for developing and implementing quantitative models and trading strategies within the fixed income asset class. You will work closely with portfolio managers and traders to identify opportunities, optimize trading strategies, and enhance our market-making capabilities.
Key Responsibilities:
- Conduct research and analysis to develop quantitative models for fixed income securities.
- Utilize statistical methods and machine learning techniques to identify trading opportunities and optimize trading strategies.
- Collaborate with portfolio managers and traders to implement quantitative models in live trading environments.
- Monitor market trends and analyze trading data to refine and enhance trading strategies.
- Stay abreast of industry developments and emerging technologies to continuously improve our trading capabilities.
Requirements:
- Advanced degree (Ph.D. or equivalent) in a quantitative field such as mathematics, physics, computer science, finance, or related discipline.
- Strong background in quantitative finance, with a focus on fixed income markets.
- Proficiency in programming languages such as Python, R, MATLAB, or C++.
- Experience with statistical analysis, time series analysis, and machine learning techniques.
- Excellent communication skills and ability to work collaboratively in a fast-paced environment.
Benefits:
- Competitive salary
- Opportunities for professional development and career advancement.
- Comprehensive benefits package, including healthcare, retirement plans, and more.
- Dynamic and collaborative work environment with opportunities to make a significant impact.
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Up to $300k + bonus We are seeking a Deep Learning Quantitative Researcher to join one of our systematic clients. In this role, you will be at the forefront of developing and implementing advanced deep learning models to drive investment strategies and enhance our quantitative research capabilities. Responsibilities: Conduct research and develop deep learning models […]
Up to $300k + bonus
We are seeking a Deep Learning Quantitative Researcher to join one of our systematic clients. In this role, you will be at the forefront of developing and implementing advanced deep learning models to drive investment strategies and enhance our quantitative research capabilities.
Responsibilities:
- Conduct research and develop deep learning models for predicting financial markets, including but not limited to time series forecasting, natural language processing (NLP), and image analysis.
- Collaborate with portfolio managers and traders to identify alpha-generating strategies and optimize trading algorithms.
- Stay abreast of the latest developments in deep learning, machine learning, and quantitative finance research, and apply cutting-edge techniques to solve complex financial problems.
- Analyze large datasets to extract meaningful insights and identify patterns that can be used to inform trading decisions.
- Work closely with our technology and data engineering teams to deploy and integrate deep learning models into our trading infrastructure.
Qualifications:
- Ph.D. or Master’s degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or a related field.
- Strong background in deep learning, with hands-on experience in developing and implementing deep neural networks using frameworks such as TensorFlow, PyTorch, or Keras.
- Proficiency in programming languages such as Python and experience with data manipulation and analysis libraries (e.g., pandas, NumPy, scikit-learn).
- Solid understanding of quantitative finance concepts, including asset pricing, risk management, and portfolio optimization.
- Excellent problem-solving skills and the ability to thrive in a fast-paced, collaborative environment.
- Prior experience working in a quantitative research role at a hedge fund or financial institution is a plus.
Benefits:
- Competitive salary and performance-based bonus structure.
- Comprehensive benefits package, including health insurance, retirement plans, and wellness programs.
- Opportunities for professional development and career advancement in a dynamic and innovative environment.
- Access to state-of-the-art technology and resources to support your research and analysis.
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About: Our client is a leading financial firm dedicated to innovation and excellence in quantitative trading. The team of experts leverages cutting-edge technology and advanced algorithms to drive success in global markets. Role Overview: As a Machine Learning Quantitative Researcher, you will play a crucial role in developing and implementing machine learning models to enhance […]
About:
Our client is a leading financial firm dedicated to innovation and excellence in quantitative trading. The team of experts leverages cutting-edge technology and advanced algorithms to drive success in global markets.
Role Overview:
As a Machine Learning Quantitative Researcher, you will play a crucial role in developing and implementing machine learning models to enhance trading strategies. You will work closely with a team of researchers, developers, and traders to analyze market data, identify patterns, and generate alpha using machine learning techniques.
Key Responsibilities:
- Researching, developing, and implementing machine learning models for trading strategies.
- Analyzing market data and identifying patterns to generate actionable insights.
- Collaborating with cross-functional teams to integrate machine learning solutions into our trading infrastructure.
- Conducting backtesting and performance analysis to evaluate the effectiveness of models.
- Staying abreast of the latest developments in machine learning and quantitative finance to drive innovation and improvement.
Requirements:
- Master’s or Ph.D. in Computer Science, Mathematics, Statistics, or related field.
- Strong background in machine learning, with experience in developing and deploying models in real-world applications.
- Proficiency in programming languages such as Python, R, or C++.
- Solid understanding of quantitative finance concepts, including risk management, portfolio optimization, and statistical arbitrage.
- Excellent analytical and problem-solving skills, with a keen attention to detail.
- Ability to thrive in a fast-paced, collaborative environment and effectively communicate complex ideas to stakeholders.
Why Join:
- Exciting opportunity to work at the intersection of machine learning and quantitative finance.
- Collaborative and innovative work environment with opportunities for growth and development.
- Competitive compensation package with benefits and bonuses.
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We are working with a leading systematic fund operating across the US and UK, seeking to expand our team with an accomplished Quantitative Researcher specializing in machine learning: deep learning or natural language processing (NLP). As a technology-driven firm committed to in-house development, they are in the midst of a significant growth phase, with a […]
We are working with a leading systematic fund operating across the US and UK, seeking to expand our team with an accomplished Quantitative Researcher specializing in machine learning: deep learning or natural language processing (NLP).
As a technology-driven firm committed to in-house development, they are in the midst of a significant growth phase, with a strategic focus on enhancing the machine learning capabilities within the research division. We invite applications from experienced team leaders as well as mid-level researchers, provided they possess the requisite background and skills.
Requirements:
- Advanced degree in computer science, engineering, mathematics, or related fields.
- Extensive experience in developing diverse deep learning models, with a focus on practical applications in finance.
- Profound understanding of machine learning algorithms, frameworks, and methodologies.
- Strong proficiency in programming languages such as Python, R, or Java.
- Excellent computational skills and the ability to optimize algorithms for performance.
- Proven track record of conducting independent research and delivering innovative solutions.
- Strong communication and collaboration skills, with the ability to work effectively in cross-functional teams.
Key Responsibilities:
- Research and develop advanced machine learning models to address complex problems in quantitative finance.
- Collaborate with cross-functional teams to integrate machine learning solutions into our trading systems and research workflows.
- Conduct rigorous testing and validation of models, ensuring accuracy, robustness, and scalability.
- Stay abreast of the latest developments in machine learning research and apply cutting-edge techniques to our projects.
- Provide technical guidance and mentorship to junior team members, fostering a culture of learning and innovation.
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A boutique Commodities Quant Trading firm is hiring a Fullstack Engineer (C#, React) into their front office technology team. You will be sitting directly alongside the research and trading stakeholders of the firm, both literally and in terms of the highly collaborative nature of the firm. This model allows you to skip the red-tape, get […]
A boutique Commodities Quant Trading firm is hiring a Fullstack Engineer (C#, React) into their front office technology team.
You will be sitting directly alongside the research and trading stakeholders of the firm, both literally and in terms of the highly collaborative nature of the firm. This model allows you to skip the red-tape, get code written and see the impact of your work in near real-time.
This fund’s focus on efficiency and hiring only the highest quality talent means they have a particularly impressive employee:AUM ratio and some of the most consistent returns of any of our clients. A result of this elite tech team, you will receive close mentorship from still hands-on industry veterans and a clear path of skill and career growth.
Their current vision is to aim for AUM in the double digit billions with a similarly streamline team.
All this, while maintaining respect for their team’s work-life balance and a standard 9-5:30 working day makes this firm quite unique in the financial space.
Big Challenges
(Fullstack development (C#/React) of quant trading systems)
+
Small Team
=
Huge Impact
Requirements:
- 5+ years of hands on C# development experience
- Front office experience at a Hedge Fund, Commodities or Merchant Trading firm
- Front end development exposure – TypeScript / JavaScript (React)
To register your interest in this role, please submit a CV. Successful candidates will be shortlisted and contacted within 3 days.
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As we continue to expand our footprint in the digital asset space, we’re seeking a visionary Head of Research to lead our research efforts and drive our trading strategies to new heights. What You’ll Do: Lead and manage a team of talented researchers, analysts, and data scientists to develop cutting-edge trading strategies in the crypto […]
As we continue to expand our footprint in the digital asset space, we’re seeking a visionary Head of Research to lead our research efforts and drive our trading strategies to new heights.
What You’ll Do:
Lead and manage a team of talented researchers, analysts, and data scientists to develop cutting-edge trading strategies in the crypto market.
Spearhead research initiatives to identify market trends, uncover insights, and refine trading algorithms to optimize performance.
Collaborate closely with our trading team to translate research findings into actionable trading strategies that capitalize on market opportunities.
Stay ahead of the curve by monitoring industry developments, evaluating new data sources, and exploring emerging technologies to maintain our competitive edge.
What We’re Looking For:
Extensive experience in quantitative research, algorithmic trading, or a related field, with a deep understanding of crypto markets and trading strategies.
Proven leadership skills with the ability to inspire and mentor a team of researchers and analysts to achieve excellence.
Strong analytical and problem-solving skills, with a track record of translating complex data into actionable insights.
Entrepreneurial mindset with a passion for innovation and a drive to push the boundaries of what’s possible in crypto trading.
Excellent communication and collaboration skills, with the ability to effectively convey complex ideas to both technical and non-technical stakeholders.
Why Join Us:
Opportunity to shape the future of crypto trading and make a significant impact in a rapidly evolving industry.
Collaborative and dynamic work environment where innovation is encouraged, and your ideas are valued.
Competitive compensation package including salary, bonuses, and equity options.
Flexible work arrangements and a culture that prioritizes work-life balance and personal growth.
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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 […]
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.
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A truly unique, forward-thinking Quantitative trading and investment firm that focuses on applying scientific research, whilst upholding a deep commitment to a culture of innovation.
Research Engineer – Quantitative trading & Investment Firm / Hybrid – Up to £300k Base + Bonus
This role is with a truly unique, forward-thinking Quantitative trading and investment firm that focuses on applying scientific research, whilst upholding a deep commitment to a culture of innovation.
My client will present you the opportunity to rub shoulders with the best researchers and engineers in the world, all whilst working together in a relaxed environment which breeds collaboration, creativity, and strong performance across the board.
Role: Research Engineer
Wfh/Office: 3 days on site in Central London. Causal Dress policy.
Salary: Up to £300k Base + Bonus
Technical Proficiency:
- Advanced skills in Python and C++
- Familiarity with addressing substantial parallel computational challenges
- Numerical capabilities applicable to software development for research purposes
- Previous experience in crafting software within quantitative trading settings is advantageous
- A keen inclination towards iterative software development and adherence to development best practices
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C++ Developers to join top Prop Trading Firm and work on internal crossing systems and exchange connectivity systems.
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.
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Quant Developer role working for 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.
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
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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 […]
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.
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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: […]
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.
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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. […]
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.
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