Caxton Associates, a prestigious global trading and investment firm established in 1983, is seeking a Quantitative Developer to join their team. With offices spanning London, New York, Monaco, Singapore, and Dubai, Caxton Associates 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 focused on Global Macro strategies. 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 operations.
Your responsibilities will encompass building and maintaining systematic trading processes across various markets, ensuring robust execution from front to back. You'll be entrusted with overseeing code and models, managing large datasets, and implementing efficient data handling and visualization techniques for model development.
The ideal candidate will bring strong Python programming skills, excellent quantitative reasoning, and a solid foundation in SQL. With a bachelor's degree in a quantitative field and 3+ years of relevant experience, you'll need to demonstrate strong attention to detail, independent thinking, and the ability to work effectively in a collaborative environment.
Working in a hybrid setup in New York City, you'll be compensated with a competitive base salary ranging from $150,000 to $180,000, plus discretionary bonuses. This role presents an exceptional opportunity to join a leading global investment firm and contribute to its continued success in the financial markets.
If you're passionate about quantitative finance, have strong technical skills, and thrive in a fast-paced environment, this role offers the perfect platform to advance your career in the investment industry.