Client
Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes. You’ll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.
Role
They’re looking for a strong quantitative developer to join their growing PM team in New York. Working on critical greenfield projects, you’ll build high-performance components for both live trading and simulation, along with increasing automation and robustness of the research infrastructure – alpha estimation, risk modelling, backtesting, etc.
Requirements
- 2+ years’ development experience in a similar role
- Strong programming skills in C++ or Python
- Bachelor’s (or higher) in Computer Science (or other quant discipline)
- A motivated self-starter, with creative & analytical problem-solving skills
Desirable
- Experience working in a small trading team
- Database experience (SQL, MongoDB, HDF5)
- Experience with Bash, Git, Docker, CMake
Benefits
- Market-leading base + bonuses
- Meritocratic work culture and environment
- Excellent professional development
- Outstanding opportunities for project ownership
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.