Our client is seeking a Software Engineer (Model Testing) to join their Austin office. The successful candidate will be responsible for implementing and maintaining various quality tests and production systems on the company’s quantitative trading models. These trading models are building blocks of their trading strategies.
The candidate will ideally have experience with programming in C/C++, be familiar with compilers, debuggers under Linux and have experience with scripting languages, such as Perl, Python and shell scripting.
Key Job Responsibilities
- Work with Trading/Research departments in designing and formulating the model validation rules and production procedures
- Implement the rules and procedures in an object-oriented framework, via Perl, Python or C++
- Provide level 2 support of issues regarding model tests and production
- Collect and analyze statistics on trading models and devise approach to improve the test/production procedures
- Produce reports on models regarding their status in the validation or production process
- Design and implement user interface (web based) to interact with Trading/Research departments on model submission and validation
Suggested Skills/ Experience
- Be Interested in applying technology to real situation, comfortable working in fast paced working environment, detail oriented and capable performing task under time pressure
- Possess effective problem solving both independently or as a member of a team
- Have good communication skills: must be fluent in English, spoken and written
- Possess a background in Computer Science, Engineering, Math, Physics, with minimum Master’s degree. Proof of a good academic record (such as GPA or other relevant test scores)
- Have experience working under Linux environment, familiar with Vi or Emacs for editing files under the command line
- Have experienced with programming in C/C++, familiar with common algorithms and data structures (binary tree, sorting, etc), Object Oriented programming and design patterns.
- Familiar with compilers, debuggers under Linux (gcc, g++, gdb).
- Have experience with scripting languages, such as Perl, Python, and shell scripting
- Possess knowledge of basic statistics/probability, familiar with concepts such as correlation, standard deviation and how to calculate
- Interface with database (such as MySQL)
- Web site development (Apache, CSS, HTML, ModPerl/Mason)
Education
- Minimum of Master’s degree in Computer Science, Engineering, Math or Physics
If you would like to be considered for the Software Engineer - Alpha Dev Team position, 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.
