Front Office Developer

Responsibilities

• Design real-time software systems and applications that reduce latency in risk and PnL pipelines.
• Analyze markets including FX rates and futures rates in both one delta and volatility.
• Generate ideas for efficient hedging and trading.
• Deliver financial solutions in AWS or Linux environments.
• Develop macro-quantitative models for hedge funds including machine learning techniques, mean-variance optimization, liquidity and execution analysis.
• Perform front-end coding and development using Panel and Streamlit systems to generate alpha, track PnL and risk, and execute trades in Python.
• Utilize Bloomberg, including BPipe and BLAAPI to generate alpha.
• Perform data engineering in SQL and NoSQL databases using Airflow.
• Model trades in FX rates and futures by incorporating volatility.
• Perform developer operations and deployment in Linux Ubuntu environments using Jenkins or GitHub Actions.
• Backtest and forwardtest portfolios for quantitative research.
• Perform optimization on computationally intensive code including statistical optimizations and backtesting using Numba.
• Develop integrations, regressions, and unit testing using Magic Mock and Mockito.
• Execute API queries, multithreading codes, and backoff algorithms.

Requirements

• Bachelor’s degree in any field or equivalent.
• Five (5) years of progressively responsible experience maintaining and developing Python-based trading, risk and PnL systems.

Qualifications

• Experience analyzing markets including FX rates and futures rates in both one delta and volatility.
• Experience generating ideas for efficient hedging and trading.
• Experience delivering financial solutions in AWS or Linux environments.
• Experience developing macro-quantitative models for hedge funds including machine learning techniques, mean-variance optimization, liquidity and execution analysis.
• Experience performing front-end coding and development using Panel and Streamlit systems to generate alpha, track PnL and risk, and execute trades in Python.
• Experience utilizing Bloomberg, including BPipe and BLAAPI to generate alpha.
• Experience performing data engineering in SQL and NoSQL databases using Airflow.
• Experience modeling trades in FX rates and futures by incorporating volatility.
• Experience performing developer operations and deployment in Linux Ubuntu environments using Jenkins or GitHub Actions.
• Experience backtesting and forwardtesting portfolios for quantitative research.
• Experience performing optimization on computationally intensive code including statistical optimizations and backtesting using Numba.
• Experience developing integrations, regressions, and unit testing using Magic Mock and Mockito.
• Experience executing API queries, multithreading codes, and backoff algorithms.

Skills

• Python programming.
• Linux and AWS environments.
• Bloomberg tools and APIs.
• Airflow for data engineering.
• Panel and Streamlit for front-end development.
• Machine learning techniques.
• Mean-variance optimization.
• Liquidity and execution analysis.
• SQL and NoSQL databases.
• Jenkins or GitHub Actions for deployment.
• Numba for optimization.
• Magic Mock and Mockito for testing.

Benefits

• Telecommuting/remote work option available.

Pay

$200,000 - $225,000/year.

Schedule

M-F, 40 hours/week.