Research Software Engineer - Quantitative Market Data & Backtest Frameworks
The role involves optimizing and maintaining quantitative research processes and data pipelines for trading strategies. The candidate will validate models, enhance computational performance, and troubleshoot software challenges. Located in London, this full-time position focuses on high-performance computing within a trading environment.
Key Highlights
Technical Skills Required
Benefits & Perks
Job Description
Description
We are looking for a Research Engineer with strong software development skills to join our team.
Responsibilities will include:
- Streamlining existing processes and assisting with the implementation of quantitative strategies
- Efficiently processing, storing, and retrieving extensive amounts of market data
- Maintenance of and improvements to proprietary backtesting framework
- Validation of existing models and implementation of automated regression tests
- Benchmarking and improving computational performance of research code
- Thorough examination of large volumes of post-execution data
- Serve as the primary resource for software engineering challenges within the broader research team
The ideal candidate will possess a minimum of three years of relevant work experience.
Requirements
Attributes that position you as an exemplary candidate include:
- Strong expertise in Python, Java and SQL
- Advanced problem-solving skills with a meticulous attention to detail
- Innovative thinking, creativity, and unwavering persistence
- Strong motivation to automate and optimize processes
- Willingness to navigate system constraints and challenge existing limits
- Capability to efficiently construct comprehensive data analysis pipelines including advanced statistics/machine learning concepts
- Flexibility to work beyond standard hours when required
- Experience in distributed/high-performance computing
- A Master's or PhD degree in a highly quantitative discipline, such as mathematics, statistics, computer science, physics, or engineering is highly desirable
- We prioritise your programming skills, raw talent, and potential to make a meaningful impact and deliver value — over unnecessary bureaucracy
This position is within front office trading, therefore, permanent remote work is not a viable option.
Benefits
- Attractive base salary
- Performance-based bonus program
- Comprehensive Private Medical, Vision, and Dental Insurance
- Defined contribution pension plan
- 28 days of paid annual leave in addition to public holidays
- Complimentary lunch on Fridays
- Snacks and beverages
- Budget allocated for conferences and professional development
- Office located in Central London
- Visa sponsorship available
If you find the above job description appealing, we invite you to submit your CV along with a concise cover letter that articulates your motivation for applying and highlights your suitability for the position.
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