Quant Developer

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a widerange of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role:
Quantitative developer who will join the newly formed Central Research Technology team,which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with theteam while building the next generation of research and quant trading systems.

Role/Responsibilities:
Building a robust, scalable research infrastructure, including alpha estimation and risk
modeling components
Developing a seamless but modular platform to handle all aspects of quant trading –
model building, optimization, and trade execution
Building high-performance/low-latency modular systems for live trading and simulation
Developing robust data checking, transformation and storage procedures
Building visualization tools and monitors for market/trade/position/risk
Maintenance and troubleshooting of trading systems

Requirements:
- 1-5 years of professional software engineering experience in a collaborative environment
- Bachelor’s degree or higher in computer science or other quantitative discipline
- Understanding of object oriented programming, design patterns and data structures

- Experience with the software delivery lifecycle and writing production-quality code
- Fluency in Python (and its ecosystem) for data analytics and research
- Familiarity with C++
- Experience working with SQL and historical time series data
- Experience working with real time data/systems preferred
- Reasonable quantitative and statistical skills
- Experience in Finance is preferred
- Open source contributions/projects are a plus
- Team player with strong pride of ownership
- Detail oriented and quick learner in a fast-paced environment