Our firm is a leading HFT firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, our firm provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide
This is a unique opportunity to join our Quantitative Analytics Research group, where a motivated self-starter will learn financial data, statistical analysis and hone her software development and problem-solving skills. In this fast pace, high pressure environment the selected candidate will work with a diverse and academically advanced team of researchers on developing and maintaining statistical models of financial products. In addition, the person will help migrating Quantitative Analytics' legacy infrastructure to our firm's standard technology platform.
- Understand functional requirements and provide technical solutions to meet the needs of the research team in building the next generation scientific computing tools and products for efficient trading in equities, futures, fixed income and FX
- Assist in the evaluation, analysis and adopting of multi-asset market data
- Develop new as well as support and extend existing code and processes for financial analytic models
- Become a subject expert in various types of data and data management platforms for financial markets
EDUCATIONAL AND PROFESSIONAL REQUIREMENTS:
- Degree in Mathematics, Computer Science, Physics or related disciplines
- 2-4 years of hands on experience in software development in Unix/Linux environment
- Working knowledge of Python (including pandas, numpy, etc.)
- Production level experience in algorithms / data structures in C++
- Working knowledge of SQL databases (KDB is a plus)
Sthree US is acting as an Employment Agency in relation to this vacancy.