Durlston Partners

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.

A highly established systematic Hedge Fund is looking to expand their quant research team. They are looking for a very strong quant researcher with relevant research experience in alpha generation or portfolio optimization / allocation in a multi asset / CTA setup.

This is a fantastic opportunity to work with a market leading team to develop a strong understanding of market dynamics of various different asset classes and exchanges.

To apply, you should have:

• 2 + years of experience working with systematic quantitative research in a CTA/Managed futures/Trend-following/ systematic futures / Momentum set up
• Excellent academic background in a quantitative discipline; ideally mathematics, physics, statistics or economics
• 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.

A leading systematic crypto market maker looking for a Quant Trader to join the team. In this role, you will be responsible for developing and implementing trading strategies to drive profitability and manage risk. You will work closely with a team of developers to design, develop, and deploy trading algorithms.

Responsibilities:

• Conduct research and analysis of market data to develop and refine trading strategies.
• Build, test, and optimize trading algorithms to execute trades on various crypto exchanges.
• Monitor markets and positions, making adjustments as necessary to manage risk and maximize profitability.
• Collaborate with developers to design and implement trading systems.
• Maintain and improve existing trading strategies and systems.
• Keep up to date with market developments and stay informed of industry trends and best practices.

Requirements:

• Strong quantitative skills, including experience with statistical analysis and machine learning.
• In-depth knowledge of crypto markets and trading strategies.
• Experience with algorithmic trading, including building and testing trading algorithms.
• Strong programming skills in Python, and experience with relevant libraries such as NumPy, Pandas, and SciPy.
• Experience working with large datasets and databases.
• Excellent communication and collaboration skills, with the ability to work effectively in a team environment.
• Bachelor’s or advanced degree in a quantitative field such as mathematics, physics, or computer science.

Preferred Qualifications:

• Experience working in a trading or market-making role in the crypto space.
• Knowledge of market microstructure.
• Experience with machine learning frameworks such as TensorFlow or PyTorch.

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.

An exciting opportunity has opened up for a Quantitative Risk Specialist to join a dynamic risk management team in an UK-based proprietary trading shop. The successful candidate will be passionate about comprehensively quantifying risk and deciphering market fluctuations. They will also be tasked with transitioning ideas from conception to implementation in the company’s existing risk reporting systems (in Python). The role involves applying these risk models and analytics to a variety of investment strategies on a global scale. The candidate will work with large, complex data sets in a supportive, transparent, and friendly team setting.

Key Responsibilities:

• Analyze and improve existing risk models, scenario testing methodologies, and associated analytics across diverse asset classes.
• Collaborate effectively with the research and investment team to quantify market risks and propose risk reduction strategies.
• Automate custom reports and visualizations.
• Oversee daily risk control processes and execute quantitative data examinations.

Essential Qualifications:

• A degree in a related quantitative discipline like Mathematics, Engineering, or Physics.
• Understanding of financial instruments and their corresponding risk metrics.
• Proficiency in Python and related scientific and visualization libraries.

Preferred Qualifications:

• Experience in the finance industry or with financial data is beneficial.
• Familiarity with C++ and Linux is a plus!

We have partnered with a leading global alternative investment management platform, a Hedge Fund specialising in global macro. Their responsibilities involve overseeing the assets of institutional investors globally, which encompass sovereign wealth funds, corporate and public pension plans, as well as foundations and endowments.

Assets have soared over 2022, the growth was driven by gains of 20% in its Master Fund, and a record 28% in its Alpha Strategies fund, along with multiple other avenues for cash inflows. Business is growing rapidly.

The firm is undergoing a period of significant growth and investing in their technology team. This role will be focusing on a core project, building middle office functions. Reporting to the head of Risk and Middle Office IT, working in a shared codebase to build the best-in-class cloud-native solutions.

Leveraging the right tools for the job; predominantly Java + Typescript, with some Python. Making heavy use of open-source software – big believers in using the right tools for the job!

The team has some huge deliverables/deadlines arising in 2023 which means plenty of room to get your hands dirty building best-in-class cloud-native solutions.

Responsibilities:

• Work in a small development team tasked with building out a new middle office and operations platform
• Interact with users on business requirements and formulating software solutions

We encourage you to apply even if you think you may not currently fit all these requirements – so long as you have proven academics and are willing to work hard and learn, we want to hear from you.

Do you want to work as close to the trading as possible?

This fund’s Front Office Development team is so directly involved with the core Systematic Trading function that you, the engineers, receive trader training yourself.

Join this London-Headquartered Systematic Hedge Fund ($2bn AUM) as a Senior Java Developer on the team responsible for the core Algorithmic Trading platform.

The team is currently a compact 7 people, giving each member huge scope for impact and autonomy. Sitting between the traders and researchers, you will experience significant business exposure.

Your responsibilities will include everything surrounding the platform: Design, develop, put into production and monitor the whole code.

The ideal candidate will have…

• Extensive experience in Java development (8yrs+) with very strong design skills
• Interest in trading and execution, with an enjoyment of varied work
• Strong communication skills and attention to detail

Skills that will really set you set you apart…

• Knowledge of trading systems and/or algorithmic trading
• Database skills (especially Postgres)
• Understanding of networking
• Understanding of containerisation technologies such as Docker

To register your interest in this role, please submit a CV. 

Email gabriella@durlstonpartners.com or drop me a message on LinkedIn (Gabriella Newton) to arrange a discreet call and discuss the full range of roles Durlston Partners has to offer.

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.

Our client, a discreet yet highly successful high-frequency trading firm based in Dubai, is currently looking to hire C++ Developers (from Junior to Team Lead) to work on the firm’s cutting-edge low and ultra-low latency trading platform. In this role, you will be at the forefront of the trading industry, tackling some of the most thrilling challenges in low latency development. The ideal candidate will have an insatiable appetite for code and performance optimization combined with a deep understanding of code and robust problem-solving abilities.

Responsibilities:

• Develop and maintain high-quality C++ code
• Work closely with the team to conceptualize, develop, test, and roll out improvements to their state-of-the-art low and ultra-low latency trading platform
• Write a substantial amount of asynchronous, template, network, and thread-safety code
• Determine system needs and limitations
• Lead and mentor a team of developers (if Lead position)

Requirements:

• Expertise in data structures, algorithms and C++
• Ability to succeed in remote/hybrid teams
• Proficiency in low latency/real-time development with sub-microsecond latency
• Comprehensive knowledge of Linux system internals and networking

Why join them?

• Operate on a remote first basis, with beautiful offices in Dubai
• Flexible working
• 40 days off per year
• Work with state-of-the-art hardware and technology

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’m looking to speak with a heavy hitting 𝐓𝐞𝐜𝐡𝐧𝐢𝐜𝐚𝐥 𝐁𝐮𝐬𝐢𝐧𝐞𝐬𝐬 𝐀𝐧𝐚𝐥𝐲𝐬𝐭𝐬 in my network. My client has a global presence and invests in multiple asset classes and strategies worldwide. Here are some key requirements that my client have highlighted:

• Great software development & communication skills
• Strong understanding of global market structure
• Knowledge of electronic trading systems
• Understanding of trading rules and regulations
• Working experience in any of the following: Linux/Unix scripting (Perl, bash, etc.), Python, C++, C#, Java, SQL

𝐑𝐨𝐥𝐞: Technical Business Analyst
𝐒𝐚𝐥𝐚𝐫𝐲: £200,000 TC

Location: London / Paris

Execution Trader/Trading Operations – Quant Trading Firm – London – Up to £350k+ TC

A top Quant Trading firm in the US is setting up a new London office to help facilitate trading in the European markets.

The firm spun out of one of the best trading teams of all time, and has since excelled, expanding to over 100 people globally.

The new hire would be in a technical trading assistant type role, focused on the execution of Pan-European Equities as well as some more traditional operations tasks and technical development of optimisation and automation tools.

Responsibilities:

• Daily Execution of European Equities
• Daily reconciliation, settlements and processing of financial data related to the strategy.
• Liaising with 3^rd Parties and setting up relationships with new brokers/venues.
• Design and Development of software tools to help with the optimisation and automation of daily tasks.
• Work with various stakeholders to help grow the new office.

Requirements:

• Previous systematic Execution experience in Equities.
• Significant trading/operations experience in a leading Bank/Fund/Trading firm
• Good Python/SQL experience
• Ability to work independently as well as part of a team.
  Happy to work in a start-up type environment where you will work on multiple projects simultaneously

For more information, or for a confidential chat, please get in touch james@durlstonpartners.com

I will come back to all successful candidates, or candidates we may have other roles for, within 24 hours.