Caxton Associates, a prestigious global trading and investment firm established in 1983, is seeking a Quantitative Developer to join their team. With offices across London, New York, Monaco, Singapore, and Dubai, the firm specializes in managing client and proprietary capital through global macro hedge fund strategies.
The role offers an exciting opportunity to work directly with a Portfolio Manager based in New York, focusing on Global Macro trading. As a Quantitative Developer, you'll be immersed in a dynamic, entrepreneurial environment where you'll tackle complex problems and make significant contributions to the firm's trading infrastructure.
Your responsibilities will encompass building and maintaining systematic trading processes across various markets, ensuring robust execution and risk management. You'll be responsible for overseeing code and models, managing large datasets, and applying your market knowledge to support effective decision-making.
The ideal candidate will bring a strong quantitative background, preferably in computer science, engineering, or mathematics, along with at least 3 years of relevant experience. Your expertise in Python programming and SQL, combined with excellent problem-solving abilities and attention to detail, will be crucial for success in this role.
This position offers a competitive compensation package, including a base salary range of $150,000 - $180,000 annually, plus a discretionary bonus. Working in a hybrid setup from our London office, you'll have the opportunity to collaborate with global teams and contribute to the firm's continued success in the financial markets.
Join Caxton Associates to be part of a leading investment firm where your technical skills and creativity will directly impact trading strategies and outcomes. This role is perfect for someone who thrives in a fast-paced environment and is passionate about applying technology to financial markets.