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A multi-strategy fund with offices globally looking for a quantitative developer to join a futures arbitrage-focused team in Europe.
This team operates as a trading pod within the larger fund. It means they benefit from the advantages of being a start-up fund (autonomy, small team, direct impact and tied to PnL) but with the backing and security of the larger firm (the capital, shared infrastructure and resources).
They've got a fantastic name in the industry with good reason; paying strong salaries on both base and bonus, and a superb tech culture.
In this team of 4, you will be working directly with the PM and trading group. You will be responsible for designing and coding up the tools for the systematic trading platform. With an initial build of tools for directional volatility/options trading (executing and monitoring), ultimately you will be managing all aspects of the trading platforms.
Skills and Experience Required
Minimum 3 years' commercial experience in systematic trading (prop desk or hedge fund)
Solid coding skills in Python (Pandas, Numpy, etc.)
Strong development experience with Cross Asset Pricing and Risk Systems
Ideally, C/C++ experience and knowledge of both Windows and Linux environments
Excellent academics in a hard science, e.g. Maths and Computer Science