Senior Quant Developer for a stat arb HF

Role/Responsibilities

• Building a robust, scalable research infrastructure, including alpha estimation and risk modeling components
• Developing a seamless but modular platform to handle all aspects of quant trading – model building, optimization, and trade execution
• Building high-performance/low-latency modular systems for live trading and simulation
• Developing robust data checking, transformation and storage procedures
• Building visualization tools and monitors for market/trade/position/risk
• Maintenance and troubleshooting of trading systems

Requirements

• 5+ years of professional software engineering experience in a collaborative environment
• Understanding of object oriented programming, design patterns, data structures and dependency graphs
• Experience with the software delivery lifecycle and production deployment
• Fluency in Python (and its ecosystem) for data analytics, research and production usage
• Experience with C++
• Experience working with streaming and historical time series data, including a variety of messaging systems and databases
• Experience developing distributed backtesting, simulation, and real time systems
• Experience with automated reporting, monitoring, and visualization
• Reasonable quantitative and statistical skills
• Team player with strong pride of ownership