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New York, United States

Competitive

Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised. The entire system from end to end is coded in C++ with latency critical components embedded into hardware. 

 

Responsibilities:

  • As a High Performance Computer Architect within the Simulation team, your will involve architecting and developing the distributed framework used for simulating thousands trading strategies in test.
  • The AI system simulates thousands of signals based on various parameters. This is a distributed and mathematically intensive activity. 
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The ideal High Performance Computer Architect will have the following experience and background:

  • PhD in Computer Science, Applied Mathematics or similar 
  • Experience designing and implementing massively parallel architectures (~10 PFlops)
  • Experience with deep compute kernel rewrites/optimizations
  • Cache/vectorization/threading on CPUs and GPU's
  • A deep understanding of scalable numerical methods
  • An expert level of C++
  • A senior hands on individual contributor with the ability architect and also roll your sleeves up and actually write code. 


If you would like to be considered for the position of Computer Architect, 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

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