Head of Execution Technology

Founded in 1991, Capital Fund Management (CFM) is a global quantitative and systematic asset manager applying a scientific approach to finance, combined with the latest technology to protect and grow our clients’ assets. Simply put, CFM analyses huge quantities of data, identifies patterns, develops trading algorithms and implements them efficiently on the global markets with the latest technology platforms.

As these techniques increasingly become the norm in asset management, CFM is looking for great minds to help the firm remain at the forefront of this sector.

In close collaboration with quantitative research team on execution strategies and trading application development team, the Trading Core & Model Technology team is looking for:

A manager

• You will manage a 5 to 10 people

• You will report to the Head of Trading & Execution Technology

the team’s mission is to maintain and develop:

• Feedhandlers enabling real-time distribution, with low latency, to various company applications.

• Common execution libraries used by applications and tick by tick execution strategy simulators (C++):

  - Order flow management.

  - Network and processor optimized code enabling high-volume, low-latency tick by tick data delivery to trading applications.

• Predictors based on machine learning techniques:

  - Machine learning pipeline for execution signals

  - Improvement of machine learning based predictors used in execution strategies.

- Industrialization of data engineering and machine learning pipelines

- Construction and maintenance of the technical infrastructure used for execution research (C++, Python, petabytes of data)

- Close collaboration with quantitative researchers to create high-quality solutions.

- Data collection for Calculation and distribution of transaction cost analysis metrics (C++, Python, SQL, Tableau)

- Automated analysis reports for execution research, portfolio investor relation, and compliance

The team is also responsible for optimizing latency from real-time reception to order submission.

• Bachelor’s degree in Engineering, Computer Science or a related field.

• Strong team management and project coordination skills.

• Ability to collaborate closely with quantitative researchers and understand their needs.

• Strong skills in C++ / Python and/or machine learning systems

 Your plusses:

• Experience in developing high-performance, low latency trading applications.

• Knowledge of execution libraries and execution strategy simulators.

• Understanding of order flow management concepts and real-time market data management.

• Proficiency in SQL and data analysis tools such as tableau.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.

CFM is a signatory of the Women Empowerment Principles

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