Job Description

I'm working with a leading consulting firm specializing in fincial markets and technology, working closely with hedge funds and fincial institutions to deliver innovative, high-performance solutions. Their focus is on providing cutting-edge quantitative and technical expertise to help clients vigate complex trading environments, particularly around compliance and trade surveillance.

They are currently seeking a highly skilled Quantitative Developer with a strong background in trade surveillance, quantitative modeling, and algorithm development to join their team. If you have deep expertise in detecting trading misconduct and tuning trade surveillance systems, this is a fantastic opportunity to apply your skills in a fast-paced, high-stakes environment.

Key Responsibilities:

• Design, develop, and optimize rule-based algorithms to detect suspicious trading behaviors such as spoofing , frontrunning , wash trades , and other forms of market manipulation.
• Collaborate with clients to implement and fine-tune trade surveillance systems , ensuring they are robust, scalable, and in compliance with regulatory requirements.
• Build and maintain models that monitor trading activity across spot products , identifying patterns and anomalies in real-time.
• Utilize advanced quantitative techniques to develop sigls and scerios that effectively detect fraudulent or non-compliant trading activity.
• Work closely with compliance teams to understand evolving regulatory requirements and ensure surveillance tools are updated accordingly.
• Perform quantitative tuning of trade surveillance systems to ensure they are optimized for different market conditions and product types.
• Conduct thorough back-testing of algorithms and systems to validate performance and accuracy.
• Stay current with developments in fincial regulations, trading strategies, and market structures to continuously improve surveillance models.

Qualifications:

• 5+ years of experience as a Quantitative Developer, Data Scientist, or a similar role in the fincial industry, preferably with hedge funds, proprietary trading firms, or fincial technology providers.
• Strong expertise in designing and implementing rule-based trade surveillance algorithms for detecting market manipulation (e.g., spoofing, frontrunning, wash trades).
• In-depth knowledge of spot products and trading environments, with experience in alyzing and detecting market patterns specific to spot trading.
• Proficiency in one or more programming languages commonly used in quantitative fince (e.g., Python , C++ , R , Java ).
• Strong understanding of market structure, order types, and how various trading sigls work in a real-time environment.
• Experience with quantitative tuning , back-testing, and model validation.
• Ability to work with large datasets and implement complex, high-performance algorithms.
• Excellent problem-solving skills and ability to work in a client-facing role, delivering tailored solutions based on specific business needs.

Nice to Have:

• Experience with surveillance platforms such as SMARTS, Actimize, or similar tools.
• Familiarity with machine learning models and how they can be applied to trade surveillance and detection.
• Knowledge of regulatory frameworks such as MiFID II, Dodd-Frank, and other global trade compliance regulations.
• Experience working with fincial markets data and transaction monitoring systems.

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