MoneyMine Capital
Quantitative Developer
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Company Description
MoneyMine Capital is a leading quantitative financial technology firm specializing in advanced execution infrastructure and hybrid High-Frequency (HFT) and Mid-Frequency (MFT) trading strategies. The firm operates across US, Chinese, and digital asset (crypto) markets, actively managing $32M in assets with proprietary algorithms deployed on colocated FPGA hardware. MoneyMine Capital sets industry standards for cross-market systematic trading and alpha generation, driven by a core principle of technology-led capital allocation. As the proprietary trading division of MoneyMine Limited, the company offers a highly technical, research-driven environment for professionals interested in cutting-edge quantitative finance and algorithmic trading.
Role Description
The Quantitative Developer will design, implement, and optimize trading systems and quantitative models in a full-time, hybrid role based in the London Area, United Kingdom, with some flexibility for working from home. Day-to-day responsibilities include:
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- Developing low-latency execution components
- Backtesting and validating systematic trading strategies
- Building tools to support quantitative research and risk analysis
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The role involves collaborating closely with quantitative researchers and traders to translate research hypotheses into robust production code, as well as monitoring live strategies and refining performance across multiple asset classes and markets. The Quantitative Developer will also contribute to infrastructure improvements, code reviews, and documentation to ensure reliability, scalability, and maintainability of the trading platform.
Qualifications
- Strong skills in Quantitative Finance and Quantitative Analytics, with experience applying these disciplines to systematic trading strategies.
- Solid foundations in Mathematics and Statistics, including probability, stochastic processes, and time-series analysis relevant to financial modeling.
- Practical experience in Trading, particularly in electronic, systematic, or algorithmic environments, and understanding of market microstructure.
- Advanced programming skills in languages such as C++, Python, or similar, with a focus on performance, reliability, and clean software design.
- Familiarity with data engineering and tooling for large-scale market data (e.g., SQL/NoSQL databases, distributed computing, and data pipelines).
- Strong analytical and problem-solving abilities, attention to detail, and the capacity to work effectively in a collaborative, high-impact team.
- Experience with FPGA-based systems, low-latency networking, or high-performance computing is beneficial.
- A degree in a quantitative field such as Computer Science, Mathematics, Physics, Engineering, or related discipline (or equivalent practical experience) is preferred.
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