• From £130,000 + Bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • RiskTech Financial Services
  • 2018-11-24

Electronic Trading Quantitative JAVA Developer / Quantitative Analyst with either Algo trading or Credit Algorithmic Market Making/ EFX / Rate Quant wanted for a global Investment firm.

Quantitative Java Developer - EFX

Electronic Algorithmic Quantitative JAVA Developer with either experience in teams such as Algo trading, Credit Algorithmic Market Making, eFX or Rates experience wanted for a global Investment firm. You will be working in the Electronic trading team in London, within cross-asset electronic execution services. You will assist in the R&D of models/algorithms for automated risk management and algorithmic execution. This team has their own trade book, latest systems and you will be working with a great talented team where quants and IT sit together. This is a no politics zone with a bright career path.

Experience:

  • Extensive eFX market knowledge with a good understanding of FX products or Credit Algorithmic experience
  • Strong on Java coding and architecture 
  • Market making - Bonus
  • Electronic trading/ Algo/ Systematic trading
  • Statistical analysis and interpretation of quantitative data
  • Experience analyzing large data sets/tick database experience
  • Ability to build quantitative prototypes and perform parameter optimisation
  • Experience in prototyping and backtesting automated risk management solutions
  • Programming Language Java 

Background:

  • Mathematically minded / Self-motivated / Team Oriented / Creative / Innovative
  • Masters educated in a quantitative field (Maths, Science, Engineering or Quant Finance)

Location:  London 

Salary: From £130,000 + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)208 012 8204 or email shanaz.rob@risktechfs.com for more details.