OK, what is this all about ?
We are working with a large hedge fund that is about to enter the high frequency domain. They are investing in co-location and are currently building out the low latency infrastructure. We have been retained to build the engineering and research team.
Is it Millennium ?
No, good guess because almost every recruiter works with them but no, it's not Millennium, or Point 72.
What can you tell me ?
This fund has a long and distinguished pedigree in systematic investment. They use advanced statistical/ML modelling to make short and medium term predictions across global markets. They are looking to build a platform to compete in the low micro's and will be using various different flavours of machine learning. They are very, very high calibre - if I could tell you on here, you would understand.
What exactly are they looking for ?
On the engineering side they need strong c++ programming gained within a high frequency trading environment. Additional experience with clock synchronization, linux kernels and concurrent programming and networking / TCP etc On the research side, they need detailed microstructure / order book modelling experience on CME, ICE or Eurex as well as expertise in statistical and advanced machine learning modelling.
Do they offer % payouts on PNL?
If that's important to you then this is not the right opportunity as it's not plug and play. However, if you are interested in building a business from the ground up with no legacy technical debt or "ways of doing things" then this is the right opportunity.
Sounds like a ploy?
If you book time in for a call I can explain who I am working with, the mandate and the vision. I think it's one of the biggest moves into HFT for a while.
How do I get in touch?
You can ping me an email at s.grainger@gslsearch.com or use the link below to book time into my diary.