Product Features
Blog
Contact Us
Sign In
Mako
,
London, Greater London
Quantitative Developer
Overview
Job Description
About Mako Mako is an options market making and sales advisory firm with a global trading footprint, operating in the Equities, Fixed Income, Commodities and FX derivatives markets. Mako has offices in London, Amsterdam, Singapore and Sydney. Mako has been a part of the evolution of options market making from open outcry in the trading pits of London, Amsterdam and North America through to screen based trading and the more recent drive toward automation, latency sensitive execution and algorithmic strategies. Our success on this journey has been underpinned by our expertise in managing risk, our entrepreneurial culture and our collaborative approach to solving complex problems. About the team We are a fully automated options market making desk consisting of mathematicians, scientists and engineers. Our strategy uses machine learning to automatically trade derivatives across global markets. We are responsible for the entire trading process from R&D to day-to-day book running. About the role You will be working as a quantitative developer on an automated trading desk alongside a team of experienced quantitative traders in a casual and unstructured environment. Main responsibilities are: * Integrate desk trading models into a high performance, low latency C++ environment * Learn about derivatives trading and mathematical models * Operational duties that come with running the trading system * Contribute ideas and collaborate to improve software design and trading logic Position Requirements * Passion for coding * 2-5 years of professional experience working with C++ * Some experience/interest in Python coding * Background in computer science, mathematics, engineering or any other numerical discipline * Knowledge of UNIX operating systems, memory management, multithreading and network communication, software testing and deployment * Excellent design, debugging and problem solving skills * Strong interest or prior background in financial markets, quantitative modelling, machine learning * Experience in performance engineering, latency optimization and data engineering * Experience at bringing models or analytics into production