Software Engineer/Research Developer
The Portland House Group

High Frequency Algorithmic Trading Group

Closing date: 31st January 2015

We are a large private investment group that is looking for an individual to fill a newly created Software Engineer/Research Developer position. The successful candidate will join an established quantitative algorithmic trading group, and will use his/her highly advanced analytical and programming skills to support all trading, research and development activities. This includes data acquisition (real-time and historic), cleaning and analysis of large amounts of financial data (TByte and above), research into global financial markets incorporating high frequency data, as well as support of trading activities.

Candidates must have expertise with Java (preferred) and/or C++. A tertiary degree in a relevant field such as Computer Science, Physics, Mathematics, Statistics or Engineering is mandatory. Due to our ongoing strong research orientation, the ideal candidate will have a strong research potential, as demonstrated in general by a PhD. Whilst a high level of interest in quantitative finance is crucial, prior experience in the field is not necessarily required.

Main duties and responsibilities:

  1. Develop Java tools and components to support and further develop operation and management of our automatic trading systems
  2. Maintenance and further development of our high frequency data base, including data acquisition and processing (real-time and historic)
  3. Analysis, cleaning and research of financial data at high frequencies
  4. Monitoring live trading and direct participation in trade execution
  5. Develop tools supporting the operation/management of production trading systems
  6. Developing back-testing trade engine and related test environments
  7. Excellent teamwork and communication skills. Ability to work under direction

This is an exciting, intellectually challenging and rewarding role for candidates with enthusiasm and imagination, who are keen to work on the frontiers of quantitative algorithmic trading at high frequencies. All members of the high frequency quantitative trading group have a PhD and relevant postdoctoral research experience. The work environment is friendly and informal. Salary is highly competitive and will be commensurate with experience. Bonuses are linked to seniority and performance.

Candidates are asked to address their applications to the Chief Scientific Officer, High Frequency Algorithmic Trading Group, and send their applications (including a cover letter and CV) confidentially by email to or by postal mail to: The Portland House Group Pty Ltd, Portland House, 8 Collins Street, Melbourne, Victoria, 3000.

Applications close on 31 January, 2015, or when the position is filled. For general enquiries regarding this position please contact Dr. Dorin C. Ionescu on (03) 9664 8374.

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