Our client is a quant fund based in NYC with $3b in AUM. The firm is staffed by a team of researcher’s scientists who build statistical trading models for futures and equities. The role concerns developing applications for the research team and porting the research infrastructure to the cloud.
Responsibilities:
- Assist researchers with the implantation of trading strategies.
- Port applications and research infrastructure to AWS (Storage and Elastic Compute).
- Contribute to the development of software for back testing and simulating strategies for statistical arbitrage, relative value and automated trading.
- Develop web based software and analytics for monitoring portfolios, transaction costs and market impact.
- Assist the portfolio management and research team with software and quantitative development projects.
Requirements:
- Strong object oriented programming skills, particularly relating to parallel, sequential processes as well as numerical processes (numerical recipes in C++, C# or Java).
- You are an expertise with Python and the following libraries: Pandas, SciPy, NumPy, Matplotlib, Scikit-learn.
- You are an expert with AWS: (S3, Lambda, EC2, RDS).
- While not a quantitative researcher, you have an interest in mathematical algorithms and their efficient implementation. e.g. Walk Forward Optimization, Parameter Estimation and Optimization, Linear Methods, Linear Predictor Functions, Support Vector Machine.
- 4-6 years of industry experience.
- Computer Science or Electrical Engineering background.
If you would like to be considered for the position of Software Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
