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: Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation Build and maintain quant libraries in Python. Architect and build 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. 7+ years of relevant experience Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering) Excellent quantitative reasoning and software design. Strong Python skills. Demonstrated experience with high-efficiency programming and multi-threading. Clear grasp of SQL and relational database fundamentals. Ability to multitask and produce high quality code. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options Proficiency in another programming language such as C#, Java or C++ Web development skills Experience with AWS
Jul 24, 2025
Full time
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: Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation Build and maintain quant libraries in Python. Architect and build 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. 7+ years of relevant experience Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering) Excellent quantitative reasoning and software design. Strong Python skills. Demonstrated experience with high-efficiency programming and multi-threading. Clear grasp of SQL and relational database fundamentals. Ability to multitask and produce high quality code. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options Proficiency in another programming language such as C#, Java or C++ Web development skills Experience with AWS
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: Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation Build and maintain quant libraries in Python. Architect and build 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. 7+ years of relevant experience Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering) Excellent quantitative reasoning and software design. Strong Python skills. Demonstrated experience with high-efficiency programming and multi-threading. Clear grasp of SQL and relational database fundamentals. Ability to multitask and produce high quality code. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options Proficiency in another programming language such as C#, Java or C++ Web development skills Experience with AWS
Feb 18, 2025
Full time
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: Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation Build and maintain quant libraries in Python. Architect and build 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. 7+ years of relevant experience Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering) Excellent quantitative reasoning and software design. Strong Python skills. Demonstrated experience with high-efficiency programming and multi-threading. Clear grasp of SQL and relational database fundamentals. Ability to multitask and produce high quality code. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options Proficiency in another programming language such as C#, Java or C++ Web development skills Experience with AWS
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 the architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. The team has a presence in both London and New York and works 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. Minimum Requirements: 3-5 years of relevant experience. Bachelor's degree, preferably in a quantitative degree. Excellent quantitative reasoning and software design. Demonstrated professional Python skills. Clear grasp of SQL and relational database fundamentals. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options. Proficiency in another programming language such as C#, Java, or C++. Web development skills. Experience with AWS.
Feb 18, 2025
Full time
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 the architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. The team has a presence in both London and New York and works 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. Minimum Requirements: 3-5 years of relevant experience. Bachelor's degree, preferably in a quantitative degree. Excellent quantitative reasoning and software design. Demonstrated professional Python skills. Clear grasp of SQL and relational database fundamentals. Strong verbal and written communication skills. Operates with the highest degree of ethics and integrity. Nice to have: Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options. Proficiency in another programming language such as C#, Java, or C++. Web development skills. Experience with AWS.
Introduction: My client, a leading Multi-Strat hedge fund in London is seeking an Execution Futures Trader to optimise trade execution across global futures markets. This role requires expertise in execution strategies, market microstructure, and trading technology to minimise costs and maximise efficiency. Responsibilities: Execute and optimize trades across futures markets (equities, rates, commodities, FX). Develop and refine execution strategies using data-driven insights. Monitor market conditions, liquidity, and slippage to improve execution quality. Collaborate with portfolio managers, quants, and developers to enhance trading infrastructure. Maintain the firm's centralised positions, prices and P&L. Construct highly automated processes to maximised operating efficiency. Provide live trading support and facilitate ad-hoc requests from PM teams. Requirements: 3+ years of finance experience Preferably hold a MSc or PhD from a reputable university in a relevant field Proven experience in execution trading, preferably in equity futures markets. Strong understanding of market microstructure, execution algorithms, and trading technology. Proficiency in Python or other programming languages for execution analysis. Experience in a hedge fund, prop trading, or electronic trading environment is a plus. Ability to work collaboratively, efficiently and communicate effectively How to apply: Interested candidates are invited to submit their resume, detailing their relevant experience and qualifications.
Feb 07, 2025
Full time
Introduction: My client, a leading Multi-Strat hedge fund in London is seeking an Execution Futures Trader to optimise trade execution across global futures markets. This role requires expertise in execution strategies, market microstructure, and trading technology to minimise costs and maximise efficiency. Responsibilities: Execute and optimize trades across futures markets (equities, rates, commodities, FX). Develop and refine execution strategies using data-driven insights. Monitor market conditions, liquidity, and slippage to improve execution quality. Collaborate with portfolio managers, quants, and developers to enhance trading infrastructure. Maintain the firm's centralised positions, prices and P&L. Construct highly automated processes to maximised operating efficiency. Provide live trading support and facilitate ad-hoc requests from PM teams. Requirements: 3+ years of finance experience Preferably hold a MSc or PhD from a reputable university in a relevant field Proven experience in execution trading, preferably in equity futures markets. Strong understanding of market microstructure, execution algorithms, and trading technology. Proficiency in Python or other programming languages for execution analysis. Experience in a hedge fund, prop trading, or electronic trading environment is a plus. Ability to work collaboratively, efficiently and communicate effectively How to apply: Interested candidates are invited to submit their resume, detailing their relevant experience and qualifications.
A leading Hedge Fund based in London, with a reputation for innovation is looking for a Quantitative Developer to join an existing team. They're expanding a collaborative Systematic Futures Quantitative Development team. Principal Responsibilities Support a 24/5 live trading system Partner with Quant Researchers to on-board new market data to be used for research purposes Design and maintain tools for data and risk monitoring Perform data analysis and generate live and historical analytical reports Collaborate with the trading group, engaging with the entire investment process Preferred Technical Skills Bachelor or Master's degree in Computer Science, Engineering or related STEM field Excellent Python skills Familiarity with C/C++ is a plus Familiarity with any or all of the python libraries following is a plus: SQLAlchemy, Pandas, Numpy, Numba, Parquet, Pyarrow, Flask Preferred Experience Up to 5 years of work experience Relevant experience in financial industry Experience working in SQL Databases
Dec 07, 2021
Full time
A leading Hedge Fund based in London, with a reputation for innovation is looking for a Quantitative Developer to join an existing team. They're expanding a collaborative Systematic Futures Quantitative Development team. Principal Responsibilities Support a 24/5 live trading system Partner with Quant Researchers to on-board new market data to be used for research purposes Design and maintain tools for data and risk monitoring Perform data analysis and generate live and historical analytical reports Collaborate with the trading group, engaging with the entire investment process Preferred Technical Skills Bachelor or Master's degree in Computer Science, Engineering or related STEM field Excellent Python skills Familiarity with C/C++ is a plus Familiarity with any or all of the python libraries following is a plus: SQLAlchemy, Pandas, Numpy, Numba, Parquet, Pyarrow, Flask Preferred Experience Up to 5 years of work experience Relevant experience in financial industry Experience working in SQL Databases
