F# Software Engineer

Engineering London, United Kingdom


Description

F# Software Engineer

The Company

G-Research is a leading quantitative research and technology company. We use scientific techniques, big data and world-class technology to predict future movements in financial markets, and we develop the platform to deploy these ideas globally across multiple asset classes.

We offer a dynamic, flexible and highly stimulating environment where good ideas are prized and rewarded. Our working culture is positive with a fantastic central London location.

The Role

We’re looking for exceptional Software Engineers from top tier universities to join a team of engineers called Realtime Quant Research Engineering (RQRE).  We are part of the Research Engineering Group which is a group of engineers that works most closely with our quant researchers, in our case those who develop realtime investment strategies. 

 

Our mission is to maximize the quality and quantity of research the quants are able to develop and deliver to production.  This involves a large variety of tasks ranging from engineering of complex data analysis and simulation algorithms, implementation of experimental new investment components with requirements that aren’t really understood until the project is complete, to helping a very talented group of mathematical researchers with the tricky business of engineering software that needs to work on massive data sets.

 

This is a very exciting time for RQRE as we have started to make some significant strides forward recently and new members of this team will have the opportunity to contribute significantly in the future.

 

  • The team and our quant users code primarily in F#.  The core realtime platform is almost all in C#.
  • The research platform and the production system are tightly integrated and between them form a large code base with strict performance requirements.  This team works closely with, and shares many responsibilities with, the engineers responsible for the core realtime platform.
  • Despite the work being focused around an existing system, this is not a software maintenance role as we are constantly being called upon to add new features, extend the platform and keep it current in a very competitive industry.
  • As we are a front-line engineering team working directly with quants we are often the first software engineers to look at existing or new code that is not yet production quality.  We love functional programming and often find the principles it embodies help us to write correct and performant code, but our users are not experienced in this area and sometimes it is not practical for us to adhere to them strictly.
  • The team work closely with specialist quant researchers, helping them with daily tasks, but we are looking for a dedicated software developer who enjoys the challenges of software engineering – the successful candidate will not aspire to a move into quant research.
  • The team operates in a fast-paced and constantly changing environment – we are looking for an engineer who is capable of making quick decisions and is comfortable being accountable for the success or failure of their work.
  • The platform that the team improves is used globally, 24 hours a day in multiple asset classes - as such there is an element of support to the role.

The Individual

Successful candidates will be experienced, competent, and practical software engineers with:

  • Excellent academics – good A-level results combined with a 2.1 or better in Computer Science from a top university
  • Strong problem solving skills, with the ability to work independently on projects as well as part of a team in order to develop solutions and improve system architecture
  • The ability to communicate with non-technical users, both in order to understand exactly what their needs are and how we can help, and to teach or explain to them how to take full advantage of the research platform.  The users think in a very mathematical way so aptitude in this area is valuable.
  • An interest in a variety of different programming styles, including OO and Functional
  • Finance experience is useful but by no means a pre-requisite. Candidates from non-financial backgrounds are encouraged to apply.