LOG IN
SIGN UP
Canary Wharfian - Online Investment Banking & Finance Community.
Sign In
OR continue with e-mail and password
E-mail address
Password
Don't have an account?
Reset password
Join Canary Wharfian
OR continue with e-mail and password
E-mail address
Username
Password
Confirm Password
How did you hear about us?
By signing up, you agree to our Terms & Conditions and Privacy Policy.

Job Details

Caxton Associates logo
Hedge Funds

Quantitative Developer

at Caxton Associates

ExperiencedNo visa sponsorship

Posted 17 days ago

No clicks

Caxton Associates is hiring a Quantitative Developer for its Quantitative Development & Data team to build and maintain quant libraries, scalable web services, and data solutions that support portfolio managers and traders. The role involves developing Python-based libraries, front-end dashboards or Excel tools, and designing ETLs and data stores (SQL/no-SQL, C#, Python) for market data, analytics and alpha generation. You will promote best coding practices and work closely with the Quantitative Analytics Group and Trading staff across London and New York.

Compensation
Not specified

Currency: Not specified

City
London, New York City, Singapore, Dubai
Country
United Kingdom, United States, Singapore, United Arab Emirates

Full Job Description

Description

About Caxton:

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

About the Role:

Caxton seeks a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD).

QDD is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

The team has presence in both London and New York. They work closely with the Quantitative Analytics Group as well as Trading Staff.

Responsibilities:

  • Build and maintain quant libraries in Python.
  • Build and maintain scalable web services for applications and front office users.
  • Promote best coding practices within the firm.
  • Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services.
  • Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation.

Job Details

Caxton Associates logo
Hedge Funds

17 days ago

clicks

Quantitative Developer

at Caxton Associates

ExperiencedNo visa sponsorship

Not specified

Currency not set

City: London, New York City, Singapore, Dubai

Country: United Kingdom, United States, Singapore, United Arab Emirates

Caxton Associates is hiring a Quantitative Developer for its Quantitative Development & Data team to build and maintain quant libraries, scalable web services, and data solutions that support portfolio managers and traders. The role involves developing Python-based libraries, front-end dashboards or Excel tools, and designing ETLs and data stores (SQL/no-SQL, C#, Python) for market data, analytics and alpha generation. You will promote best coding practices and work closely with the Quantitative Analytics Group and Trading staff across London and New York.

Full Job Description

Description

About Caxton:

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

About the Role:

Caxton seeks a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD).

QDD is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

The team has presence in both London and New York. They work closely with the Quantitative Analytics Group as well as Trading Staff.

Responsibilities:

  • Build and maintain quant libraries in Python.
  • Build and maintain scalable web services for applications and front office users.
  • Promote best coding practices within the firm.
  • Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services.
  • Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation.