We are seeking a Senior Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.
Responsibilities:
* Architect and build scalable web services and distributed systems for applications and front office users (FastAPI, ECS) * Build front end tools web dashboards (Flask, Django) for market monitoring, trade screening and risk management. * Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation * Build and maintain quant libraries in Python. * Promote best coding practices within the firm
Requirements
* Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering) * 10+ years of relevant experience in hedge Funds, investment banks or financial services domain * Excellent quantitative reasoning and software design * Strong Python skills * Demonstrated experience with high-efficiency programming and multi-threading * Clear grasp of SQL and relational database fundamentals * Ability to multitask and produce high-quality code * Strong verbal and written communication skills * Operates with the highest degree of ethics and integrity
Nice to have:
* Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options * AWS practitioner experience * Experience in another object-oriented language such as C#, Java or C++ * Front end design experience