The Firm and Project
The firm is one of the very few truly world-class quantitative and collaborative businesses who adopt a technological and scientific approach to automated trading.
Software Engineers and Quant Researchers coexist in an environment that blurs the lines between Research and Development, and allows everyone to talk to everyone and be exposed to frontline IP. Predominantly trading Systematic Equities with some recent expansion into Macro, and around 70-people in headcount.
They have recently ventured to build out some faster/higher-frequency strategies - these are not market making speeds but broadly intraday, and there is significant algorithmic and mathematical complexity to the models. What's required, is engineering resource to help implement these models and strategies.
The Role
- Implement intricate automated trading strategies in real-time, making sure they are executed as efficiently as possible in clean, untainted software.
- Design and build simulation and back testing frameworks in order to allow Quant Researchers to trial the hypothetical performance of their strategies.
- Partner with Researchers and ML scientists to implement widely varied datasets: from tick-by-tick to alternative datasets to event-based data.
Required Skills/Experience
- Degree in Computer Science, Electrical Engineering or similar - ideally from top institution.
- 3+ years experience working as a Software Engineer on challenging technical problems, regardless of domain.
- Python and/or C++ expertise.
Pre-Application
- Please do not apply if you're looking for a contract or remote work.
- You must be eligible to live and work in the US, without requiring sponsorship.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
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