Caxton Associates, a prestigious global trading and investment firm established in 1983, is seeking a Quantitative Developer to join their team in London. 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 a unique opportunity to work directly with a New York-based 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 infrastructure.
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 all code and models, implementing high-quality development practices, and managing large datasets for model development. The role requires a strong foundation in Python programming and SQL, combined with excellent quantitative reasoning skills.
The ideal candidate will bring 3+ years of relevant experience, a bachelor's degree in a quantitative field (preferably computer science, engineering, or mathematics), and a proven track record of delivering quality solutions efficiently. You'll need to demonstrate strong attention to detail, independent thinking, and excellent communication skills.
Working in a hybrid setup in London, you'll be part of a collaborative team while maintaining the flexibility to work remotely. The position offers competitive compensation with a base salary range of $150,000 - $180,000, plus a discretionary bonus structure.
This role presents an exceptional opportunity to work at the intersection of finance and technology, contributing to sophisticated trading strategies while developing your expertise in quantitative development. Join Caxton Associates to be part of a firm with a nearly 40-year track record of success in global markets.