The role will involve developing the trading system in C++ and Python.
Key projects include developing the following systems:
- Option pricing and Greek computation
- Order Management System
- Compute cluster, high throughput research infrastructure
- Performance attribution and post-trade analytics
- Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
- Monitors, dashboards
Desirable Candidates
- Strong quantitative skills
- Strong communication skills
- A Masters or PhD Degree in Computer Science or a quantitative discipline
- At least 2 year experience in a quantitative options business (automated market making or volatility arbitrage)
- Proven expertise with:
- Implementing systems for real-time option pricing, risk, and execution
- Implementing fully automated option delta hedging strategies
- Implementing real-time forecast, alpha services
- Manipulating tick/microstructure level data
- Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack
- Expertise in C++ or Java, Python
- Domain knowledge of multiple product types preferred (options on futures, equity indices, ETFs, stocks, FX)Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment team
If you would like to be considered for the position of Quantitative Software Developer or wish to discuss it further please leave your details below. Your resume will be held in confidence until you connect with a member of our search team
