Quantitative Software Developer for Systematic Strategies (New York, London, Paris, Hong Kong, Singapore)

Responsibilities

• Collaborate with researchers to build a robust, scalable research infrastructure, including alpha estimation, risk modeling, optimization, and trade execution components
• Build visualization tools and monitors for market/trade/position/risk
• Maintain and improve our data pipelines for large-scale data processing
• Optimize database queries for data collection
• Maintain and troubleshoot of trading systems
• Collaborate with the infrastructure team to improve hardware infrastructure

Requirements

• Undergraduate or higher degree in Computer Science, Mathematics, or other quantitative discipline
• 5+ years of professional software engineering experience in a collaborative environment
• Strong interest and ability in learning new languages/tools and relevant knowledge for trading
• Strong analytical and quantitative skills
• Strong programming experience in Python 3(including NumPy and Pandas) and either C++ or Java
• Strong SQL experience is required, experience in kdb is a plus
• Proficiency with the Linux environment
• Experience working with streaming and historical time series data, including a variety of messaging systems and databases
• Experience developing back-testing, simulation, and trading systems is a plus
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team