About The Role
A leading quantitative research and trading house based in London have traditionally been focused on ultra-large-scale data analytics using the latest in machine learning and artificial intelligence techniques. Over the last 5-10 years, they realised the best application for that bleeding-edge data analytics is within the financial trading space. They have outperformed all the other hedge funds this year for the first time in their history and are now looking for strong computer scientists and software engineers to aid in their journey in becoming the No. 1 quantitative trading fund in the world.
They have recently invested over £1bn in the complete transformation of their core technology, transitioning into a fully automated, cloud-native and highly-Agile engineering environment. Their stack includes Python, Java, C++, C# and Scala, with Kubernetes clusters deployed to the AWS cloud. Primarily, they are looking for engineers of any skillset with a strong understanding of comp sci fundamentals such as algorithms, complexity and data structures.
Must have skills:
5+ years’ commercial software engineering experience
Education in a scientific discipline (i.e. Computer Science, Mathematics, Physics etc.)
Nice to have:
Good CompSci fundamentals
Agile engineering experience with TDD, BDD etc.
Flexible working hours
Remote working available
Pension, healthcare, paid holiday
Very well-connected office location
Please email Ajay.Ladwa@stanfordblack.com for more information.