Our client is searching for an Algo Research Quant Developer to work in their New York office. Our client is one of the world's premier investment firms deploying systematic computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
Responsibilities:
- Development of pre-trade transaction cost estimation models, and designing and tuning equity algorithms
- Contribute to the development of Firm-wide transaction costs measurement
- Produce HTML/PDF transaction cost reports for various components of the firm
- Build and maintain market data and transaction databases for research and analysis
Requirements:
- MS or PhD in finance, statistics, math, physics, or computer science is strongly preferred along with 4+ years of work experience
- Knowledge of Perl, SQL, HTML, and C++ or Java
- Ability to pick up a new language and start developing in it quickly
- Knowledge of Unix systems level programming: multithreading, locking, high performance I/O, memory management
- Top-notch coding and debugging skills
- Experience with market data: U.S real time and historical
- Experience with trading system technology and FIX
- System Administration experience
- Knowledge of U.S equity market structure
- Q/KDB+, R/Matlab skills
