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Established in London in 2018, Fourier is a team of experienced recruiters specialising in information technology, trading technology and quant analytics. We provide contract and permanent personnel to investment banks, proprietary traders, hedge funds and FinTechs.

Expertise

Software Development

Software Architecture, Embedded Systems, Back End Development, Object Orientated & Functional Programming, Cloud Computing, Web Development.

Quant Research

Derivative Pricing, Risk Management, Regulation, Library Design, Library Development, Model Validation, Numerical Optimisation, Alpha Research, Systematic, Algorithmic.

SRE / DevOps

Business, Process and Testing Automation. System Surveillance, Monitoring and Support. Continuous Integration, Continuous Development and Production Engineering.

Data Science

Artificial Intelligence, Big Data, Machine Learning, Data Mining, Deep Learning, NLP, Predictive Analytics, Data Visualisation, Data Manipulation.

Infrastructure

CI & HCI Architects, Engineers, Administrators and Developers. Security Management Specialists, Network Engineers, Cyber-Security Engineers, Support Engineers.

Entry Level

Science, Technology, Engineering and Mathematics graduates.

Jobs

London

SRE DevOps Developer

As a member of the Site Reliability Engineering team, you will be responsible for developing tools for surveillance and enhancement of the production systems. Increasing system resilience, investigating failure and improving reliability.

Details
London

Quant Developer – Library Re-Write

You will join a team of experienced quants and developers embarking on the complete
redevelopment of the pricing analytics, risk management, market data, trade capture and reporting
applications.

Details
London

Junior Quant – Cross Asset Risk & Pricing

The team is responsible for supporting the buying and selling of financial products on exchanges allover the world.

Details
London

Python Developer – Data Analytics

You will be at the forefront of a data-driven initiative to optimise decision making across multiple asset classes and trading desks.

Details
London

C++ HFT Developer – Prop Trading

You will be working in a small team undertaking a major overhaul of a cross asset electronic execution stack within a prop trading hedge fund.

Details
London

JavaScript Engineer – Trading Technology & Quant Analytics

As a member of this team, you will be expected to have strong engineering and analytical skills. You will work on systems for managing PnL across all product lines, Web applications and services for delivering revenue and balances metrics.

Details

SRE DevOps Developer

London

As a member of the Site Reliability Engineering team, you will be responsible for developing tools for surveillance and enhancement of the production systems. Increasing system resilience, investigating failure and improving reliability.

You will also be responsible for automating manual processes and remediating incidents in real time.  This team will provide you with the opportunity to be a major contributor to the reshape of the entire production environment. The team is a highly collaborative and all share a passion to improve the systems and production environment.

– Excellent Python scripting skills
– Experience with Version Control best practices
– Good knowledge of Configuration Management
– Experience with Business/Process Automation
– Knowledge of UNIX or Linux Systems

Quant Developer – Library Re-Write

London

You will join a team of experienced quants and developers embarking on the complete
redevelopment of the pricing analytics, risk management, market data, trade capture and reporting
applications.

You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging considerations is advantageous.

Key Skills:

– Quantitative, computer science or engineering academic background
– At least 2 years of professional software engineering experience
– Programming skills in an OO or functional paradigm (Java/C++/Python/Scala/Haskell/Rust)
– Expertise in creating and validating pricing and/or risk models
– Library design and development (preferably on Athena, Quartz, Beacon or SecDB)

Junior Quant – Cross Asset Risk & Pricing

London

The team is responsible for supporting the buying and selling of financial products on exchanges allover the world.

This involves developing, supporting and maintaining a wide range of advanced quantitative models, real-time risk platforms, data analytics applications and automated calibration/quoting models.

You will join as a junior member of the team you will be mentored and supported by senior team members from diverse trading and quantitative backgrounds. You will be building services for quoting and analytics, developing efficient pricing and risk models and building scalable software and systems.

Key Skills:

– Quantitative or technical academic background
– Advanced coding skills (OO or Functional)
– Understanding of financial mathematics
– Knowledge of financial markets / basic financial modelling

Python Developer – Data Analytics

London

You will be at the forefront of a data-driven initiative to optimise decision making across multiple asset classes and trading desks.

You may join team members building a chatbot that uses Bayesian inference and NLP to suggest potential trades, designing metrics that analyse trading activity or building tools to parse and ingest new sources of data from public markets.

The team interact with different stakeholders and the software has the potential to significantly impact all areas of the business. At times you will be expected to join traders in the high-pressure environment of the desk to improve your own understanding or to assist them directly. A passion for and background in software engineering, data science and/or quant analytics is key.

Key skills:

– Excellent Python ability (NumPy, Pandas, Scipy, Cython)
– Experience with large time series data (InfluxDB, TimescaleDB, kdb+)
– Sound knowledge of financial markets & securities
– Experience in data science, advanced statistics

C++ HFT Developer – Prop Trading

London

You will be working in a small team undertaking a major overhaul of a cross asset electronic execution stack within a prop trading hedge fund.

You will work with traders extend the functionality of this new system, help implement new strategies, and improve existing ones, all with a keen eye on performance.

You will need to have prior experience building highly performant C++ applications and an appreciation of software design, best coding practices, continuous integration, Agile methodologies and computer science fundamentals.

Key Skills:
– Experience building C++-based systems with strict requirements for low-latency and deterministic performance

– Performance tuning/optimisation of systems/software

– Python scripting skills

– Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.

– Strong analytical and problem solving skills

JavaScript Engineer – Trading Technology & Quant Analytics

London

As a member of this team, you will be expected to have strong engineering and analytical skills. You will work on systems for managing PnL across all product lines, Web applications and services for delivering revenue and balances metrics.

In this role you will help develop complex UI components using modern web technologies that will be used by support and trading desks. You will work as part of an established, experienced development team to build best in class technology platforms and lead the design and creation of coherent user-focused interfaces from scratch.

Key Skills:

– At least 3 years of experience building modern web applications

– Expert knowledge of modern front-end frameworks

– Strong knowledge of data structures, algorithms and design patterns

– Knowledge of Financial Mathematics/Financial Markets is a plus