Quantitative Developer (Futures/ Options Experience)

Key Responsibilities: Research Infrastructure and Tooling: Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting and post-trade analysis to support the assessment and monetisation of live trading performance. Platform Integration: Develop and integrate quantitative systematic strategies, migrating them from the research environment to the production trading platform. Execution Systems: Develop and maintain low-latency trading execution systems across equities, derivatives and digital assets.

Required Qualifications: Strategy Experience: A proven track record of working with fully systematic high-frequency trading (HFT) or medium-frequency trading (MFT) strategies, including backtesting and execution. Programming Skills: Proficiency in C++ and Python, with an emphasis on developing systematic research tools, implementing quantitative systematic strategies in production environments and optimising performance. Industry Experience: At least three years of relevant experience, with a strong understanding of systematic strategies, market microstructure, order types and execution venues for futures markets, particularly CME.Academic and Analytical Background: Expertise in mathematics, statistics or computer science, supported by strong numerical programming skills and experience with libraries such as NumPy and SciPy. Quantitative Techniques: Experience with statistical modelling, signal processing or machine learning applied to trading systems would be advantageous.