Senior Quant Developer
- 200,000 + Open Bonus
- New York, NY, USA
- Permanent, Full time
- BSM Group
- 15 Oct 18
My client is a premier global leader in the hedge fund space. The firm positions systematic, computer-driven trading approaches across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. You must be a green card holder or citizen to be considered for this position. No H1B visas are permitted for this opening.
- Building a robust, scalable research infrastructure, including alpha estimation and risk modeling components
- Developing a seamless platform to handle all aspects of quant trading – model building, optimization, and trade execution
- Building high-performance/low-latency modular systems for live trading and simulation
- Developing robust data checking and storage procedures
- Developing a graphic interface to monitor market/trade/position/risk
- Maintaining the system, ensuring its stability, robustness and security
- Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
- Undergraduate or higher degree in Computer Science, Mathematics, or other quantitative discipline.
- Strong programming experience in C++ (3+ years) is required.
- Matlab is not essential but is desired.
- Finance experience is not required.
- Strong SQL experience.
- High skilled technologist with reasonable quantitative skills.
- Experience in developing backtesting, simulation, and trading systems is a plus.
- Willing to take ownership of his/her work, working both independently and within a small team.