Description
C++, OO, Development/Engineer.
A world leading Electronic trading Hedge Fund is currently seeking a Quantitative Engineer who has a proven track record of a min of 3 years specific industry experience with High Frequency Strategies. The ideal individual should be from a research background and a PhD in either Computer Science (Machine Learning, Artificial Intelligence), Physics, Statistics or applied Mathematics. The role involves trading with cross asset products on a multi-strategy trading platform with links to the majority of the exchanges.
My client requires;
- Extremely strong OO C++ capability
- An excellent academic background
- Ability to simplify complex problems and create elegant solutions
- A desire to work in a collaborative environment with developers, traders and business owners
- Demonstrable interest to work in finance long term
Typical backgrounds where we have placed previous candidates from are;
- Commodities/Energy Trading
- High Frequency/Low Latency Trading
- Investment Banking Trading
- Asset/Fund Management Trading
- ONLY those with previous (and lengthy) financial Services experience