Leading New York Hedge Fund with over $20bn AUM. Due To the success of the fund we are helping them in finding Senior Quantitative Developers across multiple asset classes.
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
Requirements:
-Understanding of object oriented programming, design patterns, data structures and dependency graphs
-Experience with the software delivery lifecycle and production deployment
-Fluency in Python (and its ecosystem) for data analytics, research and production usage
-Experience with C++ (plus)
-Experience working with streaming and historical time series data, including a variety of messaging systems and databases
-Experience developing distributed backtesting, simulation, and real time system
| Industry | a:2:{s:5:"label";s:8:"Industry";s:5:"value";s:10:"Hedge Fund";} |
| Location | a:2:{s:5:"label";s:8:"Location";s:5:"value";s:8:"New York";} |
| Salary | a:2:{s:5:"label";s:6:"Salary";s:5:"value";s:0:"";} |
| Job Title | a:2:{s:5:"label";s:9:"Job Title";s:5:"value";s:22:"Quantitative Developer";} |