Aspect Capital is an award-winning specialist money manager at the forefront of research into financial markets. We apply systematic quantitative research techniques across a broad spectrum of financial products and markets to deliver returns to investors. We are looking for a Quantitative Developer to be involved in every stage of the signal generation workflow - from working alongside researchers to integrate strategies, through to building the platform required to support a global signal generation process in the research and production environments.

Responsibilities:

  • Maintain, develop and support the software platform used for research backtesting and production signal generation.
  • Deliver strategic enhancements to our intraday simulation and attribution platform
  • Integrate new asset classes and trading strategies with the signal generation engines
  • Liaise with other teams in the business such as Software Development to paper trade and coordinate changes to the trading programmes
  • Contribute to the delivery of greenfield projects such as the build-out of a new Python research environment and backtest capability

You will gain in-depth exposure to the workings of financial markets across a diverse range of asset classes. The development process is agile, highly collaborative and focuses heavily on continuous improvement.

The ideal candidate will have:

  • Proficiency with one or more programming languages
  • 1-2 years of experience working in software development
  • Bachelor’s or Master’s in Computer Science, Mathematics, or equivalent field

This role is suited to candidates who:

  • Are interested in a software environment built around timeseries manipulation and analysis
  • Enjoy engineering novel solutions within existing architecture and platforms
  • Have a natural inclination for building up a deep understanding of existing complex systems and designing improvements to those systems
  • Are happy to primarily code in MATLAB
  • Are happy mixing object orientated coding with functional and mathematical programming

Additional skills and interests that would be great, but not strictly necessary:

  • Basic knowledge of SQL
  • Basic knowledge of AWS
  • Interested in working with distributed systems

If this sounds of interest, we would love to hear from you.

London

Aspect Capital is an award-winning specialist money manager at the forefront of research into financial markets. We apply systematic quantitative research techniques across a broad spectrum of financial products and markets to deliver returns to investors. We achieve this through a disciplined and consistent investment philosophy designed to generate performance even in declining markets.

We are looking for someone to join our Risk team to assist with and in time take on more responsibility on all facets of Aspect’s market and investment risks.

Your responsibilities

The main responsibilities of the role will initially be on the day-to-day risk monitoring of all of our portfolios, but you will also have significant exposure to Aspect’s trading strategies, research team and Investment Committee, and the opportunity to assist with the risk review of new trading strategies and system enhancements. Over time you could become involved in portfolio construction, strategy research and the investment processes.

You will also work on:

  • Monitoring the integrity of Aspect’s market-facing business processes, including algorithmic execution
  • Setting up risk monitoring tools and adapting pre-existing ones to meet the changing requirements of the firm’s research team, Investment Committee, investors and regulators
  • Developing new risk metrics and systems to enhance Aspect’s suite of risk monitoring capabilities and coverage
  • Presentation and explanation of risk analysis to other internal teams, including Compliance, Research and Investor Relations teams and senior management
  • Understanding the usual behaviour of Aspect’s trading strategies and therefore being able to identify potential risks and carry out detailed analysis of them
  • Assisting with the performance monitoring of trading strategies and portfolio performance analysis.

Your experience

  • 2-5 years of experience, probably in a traditional risk role at an Asset Manager, or in a risk, or quant structuring role as part of a multi asset/cross product team
  • Strong programming ability ideally in Python or MATLAB
  • Familiarity with SQL databases and queries and reporting tools such as Microsoft’s PowerBI would be a bonus
  • A good understanding of financial markets, ideally including futures and other exchange-traded derivative markets across multiple asset classes

If this sounds like an interesting role we would love to hear from you. No agencies please.