Client
Research at this leading investment firm is key to continued success : based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.
You’ll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.
Role
They’re looking for a strong quantitative developer to join their growing PM team in New York. Working on critical greenfield projects, you’ll build high-performance components for both live trading and simulation, along with increasing automation and robustness of the research infrastructure alpha estimation, risk modelling, backtesting, etc.
Requirements
- 2+ years’ development experience in a similar role
- Strong programming skills in C++ or Python
- Bachelor’s (or higher) in Computer Science (or other quant discipline)
- A motivated self-starter, with creative & analytical problem-solving skills
Desirable
- Experience working in a small trading team
- Database experience (SQL, MongoDB, HDF5)
- Experience with Bash, Git, Docker, CMake
Benefits
- Market-leading base + bonuses
- Meritocratic work culture and environment
- Excellent professional development
- Outstanding opportunities for project ownership
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