Location: Remote (Europe)
Job Type: Full-time, 12-month contract with an initial 3-month probationary period (possibly leading to a permanent position)
Compensation: Highly competitive, based on experience
Company & Role Overview:
We are a proprietary trading firm that leverages cutting-edge technology to acquire edge in cryptocurrency derivatives markets.
We are currently focused on the first iteration of a real-time, cloud-based quantitative analysis pipeline that produces price & volatility forecasts and optimises our quoting strategy for our market-making activities.
We will then look to integrate and interweave more models, data and approaches, such as ARIMA, LPPLS, RL/DL with LSTMs, and on-chain analysis for enhanced forecasting, crash protection strategies, sentiment analysis and other applications.
We are looking for an experienced and passionate Senior Quantitative Developer to join our team and contribute to our core architecture, business logic and cloud infrastructure. This is a high impact role within a small, entrepreneurial team, where you will deepen your expertise in advanced quantitative finance in the context of cryptocurrency.
Key Responsibilities:
- Pipeline Development: Join us in building highly-performant, scalable, secure and reliable KDB+ components responsible for data ingestion, storage, analysis, transmission, and retrieval.
- Quantitative Model Development: Collaborate with our quantitative researchers to translate backtested models definitions, such as GARCH, SVI and OMM, into blazing-fast, production-grade q or C++ code optimised for high-frequency, low-latency conditions.
- Infrastructure Development: Contribute to the entire development lifecycle of our cloud-based production, staging, testing, telemetry, and deployment systems that ensure our dockerized pipeline and related processes are performant, secure, agile, reliable and resilient.
- Architectural Assistance: Work closely with the CTO to improve and expand our pipeline architecture. Provide insights into system design. Evaluate trade-offs between in-house and outsourced solutions.
- Cross-Team Technical Alignment: Collaborate with all relevant teams to ensure our projects meet their business needs. Participate in planning, proactively address risks and issues, and support us in ensuring seamless integration of software components into our broader systems and workflows.
- General Maintenance & Tasks: Assist in monitoring and improving our existing systems along with code & systems review, test development and documentation.
- Database Integrity: Work with our quantitative researchers to develop solutions to ensure the quality, consistency and accessibility of our market and computed data.
Key Qualifications:
- Education: Bachelors or Masters degree in Computer Science, Mathematics, Statistics, or related STEM field combined with substantive, relevant professional experience.
- KDB+/q: Highly proficient, with 5+ years of professional experience, in developing and testing KDB+/q code optimised for real-time and low-latency financial applications, including bespoke integration with external APIs.
- C++: Experienced in writing highly-performant and reliable components, especially for real-time data processing. Includes extending q with C++ for custom functionality and improved performance. Ideally on both *NIX and Windows.
- Quantitative Finance: Strong foundation in financial mathematics, stochastic processes, and time-series modelling, with experience in implementing models like GARCH, SVI, and ARIMA, alongside a deep understanding of derivatives, tick data, order books, and implied volatility surfaces.
Preferred Skills:
- Familiarity with cryptocurrency markets and exchange dynamics
- Knowledge of risk management, hedging strategies, and market-making principles
- Practical experience with ML for future projects
- Working knowledge of modern data science tools, e.g. Python, Jupyter, pandas, numpy
- Security-first mindset
- Expertise in combining AWS services such as EC2, S3, ECS, EBS, Lambda & CloudFormation to deliver scalable, cost-effective and secure infrastructure for web applications
Why Join Us:
- Creatively apply and deepen your expertise at the cutting edge of the rapidly-emerging field of cryptocurrency
- Position yourself to contribute to innovative combinations of quantitative finance, ML, cloud-computing and trading strategy tailored to cryptocurrency trading
- Receive highly competitive pay, including bonuses, and the opportunity to join us permanently
- Be a fundamental force in shaping the infrastructure and systems of a growing trading firm
- Enjoy a flexible, collaborative and empowering fully remote work environment
