Head of Quant Development (Systematic Trading)
Team & Company: ~15bn systematic trading group. with circa. 90 head count. Spun out ~10 years ago and now running FI, futures, commodities, equities, credit. Widely reputed as one of the industry's strongest firms from a cultural perspective: dynamic and laid-back business with entirely flat-structured front office. Quantitative division is a very 'academic' environment i.e. research-driven, strong encouragement of intellectual conversations to unearth new methods of driving PnL- exploratory approach.
Location: New York or London. Hybrid work from home / in office schedule.
Job Description: Quant research aligned role for a technically strong developer to partner directly with the business's CTO- essentially a sub-CTO seat. Full oversight of an already-sophisticated systematic quant platform (build out, extension). Likely best suited to innovator / entrepreneur types: high autonomy role, with the chance to truly put your stamp on the fund's trading ecosystem.
Candidate Profile:
- Minimum 5 years experience working in a real-time trading environment: buy-side highly preferred e.g. market maker / hedge fund / prop trading group. Likely backgrounds include lead QD within a systematic pod, or a research infrastructure lead. Quality and depth considered over years in terms of experience level- rough guide is that we envisage the successful candidate to have total ~8-12 years exp.
- Evidence of technical leadership / oversight of technical roadmap from initial design to implementation and scaling.
- Evidence of previous work to optimize the quantitative research process: understanding workflows, build out of relevant libraries e.t.c.
- Graduated from world top 100 university. Bachelor's, Master's or PhD in subjects including the following (non-exhaustive): Computer Science, Applied Mathematics, Statistics, Operations Research, Data Science, Electrical Engineering.
- Highly proficient in Python and relevant libraries. ML and C++ experience also desirable.
- Highly quantitatively minded developer, i.e. expertise in mathematical modelling, strategy development, quant research tasks as well as expertise as an end-to-end dev.
- Strong communicator, with knack for working closely with stakeholders and understanding commercial requirements of project end-user.
- Enthusiastic, with desire to make a genuine impact on the business. Research-oriented mindset with keenness to explore new libraries, data-sets, strategies.
House-Keeping
Applications via LinkedIn or by email with CV attached to: pia.robinson@thurnpartners.com
