Mid/Senior Quant Developer

Job description

Mid/Senior Quant Developer

The role

As a Quant Developer at AHL, you will work closely with our Quant researchers. Your challenges will be varied and include:

• Implementation of new trading strategies
• Development of new research frameworks and quant libraries
• Prototyping new data feeds
• Development of new portfolio construction techniques
• Development of risk analysis tools

Our technology

Our systems almost all run on Linux and our code is mainly written in Python, with extensive use of open source libraries such as pandas and NumPy.

• High-performance latency-sensitive trading systems
• Storage: Combination of relational databases and own, purpose-built high-performance time series database ArchiveDB
• Airflow for workflow management
• Kafka for data pipelines
• Boto3/lambda for serverless computing
• Continuous integration
• Vault for secrets management
• Spark/Flink for data processing
• Kubernetes for containerization
• Whisper/Whisper-ros for server provisioning
• Slack for internal analytics

Requirements

Essential

• Excellent technical skills, recognized by your peers as an expert in your field
• Proven track record of implementing high performance systems and methods in production offices
• Familiarity with Linux platforms and knowledge of Unix scripting languages (e.g. Perl, Shell/C++, Python)
• Strong knowledge of one or more relevant databases (e.g. Oracle, MongoDB/Cassandra, MySQL/PostgreSQL, Pyramid/AngelaDB)
• Familiarity with different programming styles (e.g. OOP, functional) and in-depth knowledge of design patterns

Advantages

• An excellent understanding of financial markets and instruments
• Knowledge and experience with fixed income products and volatility trading
• Experience with quant technology or automated trading systems (e.g. as a developer in a hedge fund or investment bank)
• Expertise in building distributed systems with event-driven or microservices architectures and concurrent processing
• Knowledge of modern practices for data engineering and stream processing
• An understanding of the collection and processing of financial market data
• Experience with web-based development and visualization technology for displaying large and complex data sets and statistics
• Relevant mathematical knowledge (e.g. statistics, asset pricing theory, optimization algorithms)

Personal characteristics

• Strong academic background and a degree with high mathematical or computational content (e.g. computer science, mathematics, engineering, physics or a related field)
• Convenience-in-code approach to building software; takes pride in engineering excellence and manages these values
• Focused on delivering value to customers with relentless efforts to improve processes
• Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, traders and senior business leaders
• Confident communicator; able to explain a point concisely and deal positively with conflicting views
• Independent worker with a flexible approach to problem solving
• Self-organized with the ability to manage time effectively across multiple projects and with competing business needs and priorities
• Collaborative personality; comfortable