Statistical Trading Group within a boutique hedge fund would like to appoint an experienced C++ developer for its team.

Statistical Trading Group

This is a long established team within this stable and successful boutique multi strategy hedge fund. It is a collegiate team focused on developing statistically based predictive trading models for the Foreign exchange and Equity markets within the United States and Europe.

The team's success and that of its strategies has been enhanced by its focus on the continuance optimization and enhancement of the technology aspects of the operation. Specifically, this has been through embedding and growing a cluster of quantitative developers to work in and amongst the quantitative researchers and execution traders that make up the team.

Your role

You will work closely with researchers, traders and fellow technologists on some of the high impact quantitative trading initiatives of the group. Initially, you will begin by understanding the quantitative, trading and technological framework and philosophy underpinning the group's core strategies. After a period of picking apart and working on high impact projects to enhance the core trading operations, it is anticipated that you will have a thorough feel for the groups approach to risk, quantitative problem solving and trading. Subsequently, you will work on Greenfield projects for the group.

Experience

You must be an expert programmer and technologist.

You will have a strong quantitative mind and a good understanding of market behavior.

A strong quantitative and technology based academic background is desirable but by no means a prerequisite - many of the group have been educated to PhD level.

To apply:

Contact

If you find this group and role of interest, kindly contact Tom Singh or his assistant in his London office on +44 (0)20 3178 5678 and or submit your profile to him on t.singh@maven-search.com .

MAVEN SEARCH

BROADGATE COURT 199 BISHOPSGATE LONDON EC2M 3TY

TEL: +44 (0)20 3178 5678