Quantitative Engineer Q/KDB C++ Liquid Assets, Futures, Commodities, FX – Hedge Fund
A global prestigious hedge fund is hiring within a high performing trading team, the candidate must have excellent technical, quantitative skills, and worked directly on distributed trading algorithmic trading strategies in an execution background, with a positive track record. Working for a 20 billion USD global hedge fund, in a high performing trading team.
- Building high-performance/low-latency trading algos and components for both live trading and simulation in Equities, Futures, Options, and FX.
- Working with trading in developing HFT and mid-frequency trading algos.
- Responsible for algo development, execution.
- Achieving a trading system robustness through automated reconciliation and system-wide alerts and fuses.
- Analyze large data sets using advanced statistical methods to improve trading across various non-equity products.
- Develop a strong understanding of market structure of various exchanges and asset classes.
- Propose and implement improvements on the current execution infrastructure.
- 2-5 year experience in electronic trading or algo execution, familiar with TCA analysis.
- Programming proficiency in Q/KDB and C++.
- Experience with equities futures/FX
- Experience as a quant developer or researcher with strong execution skills on a front office Algo trading team
- Strong communication skills and ability to work well with colleagues across multiple regions.
- Strong attention to detail.
- Undergraduate (higher degrees preferred) in Computer Science or a similar discipline.