Quantitative Developer

The Role

The Quantitative Trading Team is a front office technology team responsible for the research, enhancement, and innovation of algorithmic execution strategies that focuses primarily on the execution of Marshall Wace’s global trade flow across multiple asset classes. The scale of Marshall Wace’s activity leads to significant operating leverage, where deliveries of all sizes from the team can have large revenue and profit impact.

The successful candidate will join the current team of nine computer science / domain experts based in New York and London. The candidate must be a passionate, hands-on developer with experience in designing and implementing trading systems, and building research and backtesting pipelines on a Linux platform.

The role will require frequent contact with the global trading, quantitative research, and technology teams. As such, the successful candidate will possess excellent communication skills, be confident discussing their contributions to senior partners/business leads, and have confidence problem solving under pressure.

Required Skills / Experience

• Ideally 3-6 years of experience
• Advanced C++ on Linux
• Experience developing quant APIs and research pipelines, and handling data intensive workloads
• Excellent software engineering skills with experience designing high-performance, enterprise-grade trading systems
• Strong academic background in a STEM subject from a leading university
• Ability to work in often highly pressurized environments with tight deadlines
• Motivated, enthusiastic, and thrives in a dynamic environment
• Assured and confident in own abilities and speaking with senior members of the organisation
• Record of delivery and professional innovation and achievement

Desirable Skills / Experience

• Python or Matlab experience
• Interest in mathematical modelling, time series analysis, and optimization techniques
• Experience with large scale distributed computing technologies
• Experience building and maintaining multi-TB tick databases
• Interest in global equity/future/FX/options/debt market microstructure
• Awareness of real-time market data feeds and FIX protocol applications, preferably from an algorithmic trading perspective