Quant Developer

As a Quant Developer, you will be responsible for building out the next generation of systems using the latest languages and quantitative techniques. The successful applicant will join the Merlin team within the Quant department reporting to the Head of Quant Analytics.
 

ROLES AND RESPONSIBILITIES

Real-time Derived Data and Analytics

• Work closely with portfolio managers and Quants to expand our derived data and analytics universe.
• Contribute to complex low latency Java codebase.
• Understand Quant library interface and work with Quants to validate deliverables.

API Development for Analytics and Data:

• Work closely with portfolio managers and quant devs to develop and maintain APIs for analytics and data dissemination, ensuring that the trading team has the accurate and timely information needed for decision-making.
• Ensure the integrity and reliability of data feeding into the trading systems.

DevOps and Infrastructure Setup and Management:

• Work with the DevOps and platform teams to automate deployment processes, ensuring a streamlined delivery pipeline.
• Assist in setting up, configuring, and maintaining servers for optimal performance.
• Manage and deploy applications across various environments, ensuring system readiness and stability.
• Participate in system monitoring, troubleshooting, performance tuning to ensure system reliability and scalability.

Finance Understanding:

• Have a solid understanding of finance principles, and financial markets.
• Engage with trading desk personnel to ensure that technological solutions align with trading objectives and strategies.

Collaboration and Communication:

• Work closely with trading desk personnel to understand their requirements and provide technological solutions.
• Work closely with core quant library team to make new features available to end users.
• Communicate effectively with other team members, fostering a collaborative environment.

Continuous Improvement:

• Stay updated with emerging technologies and introduce improvements to system operations.
• Participate in code reviews and provide constructive feedback to ensure best practices.

KEY REQUIREMENTS

• 3+ years of experience in backend development, with a focus on real time low latency systems.

• 3+ years of experience in Java.
• Strong problem-solving skills and attention to detail.

• Python experience desirable.
• Real-time software development, e.g. with eTrading background.
• Experience with REDIS, Chronicle and other low latency middleware a plus.
• Experience with containerization and orchestration tools like Docker and Kubernetes.
• Experience with CI/CD pipelines and automated deployment processes.
• Experience with timeseries databases such as Snowflake and MongoDB desirable.
• Prior experience in finance and macro trading principles is highly desirable.

• Bachelor’s or Master’s degree in Computer Science or related field.
• Strong English communication skills, both written and spoken, is crucial.