Senior Quantitative Developer - AML and Trade Surveillance
Location can be either New York, NY or Greenwich ,CT Job Description
IBG is looking for a Quantitative Developer to help us extend our growing market surveillance group.The Quantitative Developer will help design and calibrate tools and reports used by AML and Trade Surveillance Analysts to monitor for potential insider trading, manipulation on global markets, patterns of cashiering that are indicative of potential money laundering and other AML-related reviews.
IBG offers trading on approximately 100 exchanges in 25 countries and related cashiering to customers from around the world, through brokerage affiliates headquartered in the US, Europe, Asia and Australia. Our AML and Trade Surveillance reports are designed to address this global activity, so must be tuned and calibrated to address the regulatory requirements in these jurisdictions Responsibilities
- Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
- Create tools to allow analysts to understand alerted activity in-depth
- Refine business requirements and develop programming specifications
- Master's or PhD in a Quantitative Field
- Demonstrated ability to work independently
- 5+ years hands-on experience with trading systems development
- Understanding of databases and SQL
- Real-world experience with basic machine learning models like random forests, boosting, or SVMs
- Fluency in python with multiple years of professional experience
- Knowledge of Java or C++
- Knowledge of software design and experience in applying it to python projects
- Experience with pandas/numpy/scipy
- Experience with data engineering
- Knowledge of financial markets, particularly trading or cashiering surveillance
- Knowledge of Oracle PL/SQL
- Understanding of RESTful APIs
Company Overview Interactive Brokers
- Competitive salary, annual performance-based bonuses, and annual stock grants.
- Daily company paid lunch.
- 401k with company match.
- Excellent medical, dental, and vision benefits.
- Newly renovated offices with sit/stand desks and multi-monitor setups.
- Team outings and dinners.
- Education reimbursement and learning opportunities.
a subsidiary of publicly-traded Interactive Brokers Group, Inc., based in Greenwich, Connecticut (NASDAQ: IBKR) is a low-cost provider of trade execution and clearing services for active traders, institutional investors, financial advisors and introducing brokers. IBKR's premier technology provides electronic access to stocks, options, futures, forex, bonds, and funds worldwide from a single IBKR Integrated Investment account. IBKR is one of the largest online brokers by trade volume and is consistently ranked at the top of its field.
Our employees are part of a dynamic, multinational, fast-paced, results-oriented team working to provide our customers with state-of-the-art trading technology, superior execution capabilities, worldwide electronic access, and sophisticated risk management tools.
Our headquarters are in Greenwich, CT, USA. IBKR has offices in the United States, Canada, the United Kingdom, Switzerland, Hungary, Estonia, Russia, India, Hong Kong, China, Japan and Australia.
IBKR is a member of NYSE, FINRA, and SIPC. Interactive Brokers Group brokerage affiliates are regulated by securities and commodities agencies around the world.
Click HERE to view a short video with a few words from current Interactive Brokers employees. (if hyperlink is deactivated please copy https://www.interactivebrokers.com/en/index.php?f=31899 to your browser)
For more information, please visit www.ibkr.com/info