Quantitative Developer - Machine Learning Strategies - Trading Desk
Paragon Alpha - Hedge Fund Talent Business Quantitative Developer - Machine Learning Strategies - Trading Desk
Summary
A quantitative developer joins a systematic equities trading pod at a global hedge fund, building and deploying classical and deep learning models on high-frequency market data and scaling distributed research-to-production workflows. Core stack: Python, distributed computing, Linux, with C++ an advantage.
We're working with a trading pod at a leading global hedge fund looking for an experienced Quantitative Developer to join a systematic equities trading team.
The role sits at the intersection of machine learning, quantitative research and systematic trading, developing and deploying ML models on high-frequency market data and working closely with portfolio management to turn research into live trading signals.
You'll develop and optimise classical and deep learning models, improve distributed computing and large-scale parameter searches, and build efficient workflows from research through to production.
We're looking for someone with 3+ years' experience in software engineering, quantitative development or a similar computational role, with strong Python skills and experience working with large, complex datasets. Experience with distributed computing and Linux is important, while C++ would be a strong advantage.
This is the a unique chance to deploy ML models into systematic trading, and ensure your code and work directly generates profit.
Please apply to find out more.