A top NYC-based investment firm is looking for a quantitative developer for a portfolio management team who will contribute in all stages of the portfolio buildup and execution.
Responsibilities:
· Building high-performance components for both live trading and simulation
· Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
· Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
· Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
· Achieving trading system robustness through automated reconciliation and system-wide alerts
Requirements:
· Bachelor’s degree or higher in Computer Science or other technical discipline
· 3+ years professional experience developing infrastructure to support quantitative investing
· Experience working in a Unix environment
· Have very strong programming skills in Python and production level coding experience
· Understanding of and experience with data ingestion processes
· Understanding of system messaging protocols
· Ability to contribute to the strategy research and development process
· Solid background in statistic
· Experience with execution systems is a strong advantage
· Understanding of portfolio construction is a plus
· Domain knowledge in futures is a plus
Seniority Level
Mid-Senior level
Industry
Information Technology & Services
Financial Services
Computer Software
Employment Type
Full-time
Job Functions
Finance
Information Technology
Engineering