We are seeking a Quant Developer to work for a top tier hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. Working within a systematic global macro team based in New York with a focus on applying cutting edge statistical and machine learning techniques to short-term strategies in futures, swaps, and FX markets.
Preferred Location: New York
Principal Responsibilities
• Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools for systematic trading
• Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team
• Manage SDLC, including unit testing and CI/CD infrastructure
• Author, schedule, and monitor workflow for the team
Preferred Technical Skills
• Expert in Python
• Demonstrated knowledge of distributed computing technologies (including Kubernetes) and event based architectures
• Broad understanding of fixed income, swaps, futures, and FX
• Bachelor, Master’s, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics or related STEM field from top ranked University
• Excellent communication, analytical and quantitative skills
Preferred Experience
• Experience with trading platform development, including work with high frequency databases (e.g. KDB)
• 2-5 years of experience in finance or technology
• 3+ years of experience with Python programming
Highly Valued Relevant Experience
• Exposure to a systematic trading environment or sell-side equivalent experience
• Experience with user interfaces, including CSS frameworks such as Bootstrap or Materialize, as well as visualization frameworks such as D3.js
• Knowledge of machine learning and statistical techniques and related libraries
• Team player, with a strong desire to participate and help others
• Strong critical thinking skills and creativity in developing new ideas
Employment Type: FULL_TIME
