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

Quantitative Developer