Senior Quantitative Developer

Job Overview

We are looking for an experienced Quantitative Developer, to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.

Responsibilities

• Writing and maintaining Python libraries that supports the investment research production processes
• Designing and creating software to enhance our data science technology stack
• Design and implement financial data APIs and numerical APIs
• Apply cloud and distributed computing technologies
• Implementing performance improvements in our data analysis and numerical programming code
• Running POCs to evaluate new technologies and libraries in the PyData ecosystem
• Work with software engineers to design feeds for new data sources from third-party vendors
• Propose and lead implementations of major components or features in our data science platform
• Mentor, train and provide technical guidance to junior team members in design and coding standards
• Other projects based on experience and interest.

Qualifications

• An undergraduate or graduate degree from an educational institution in computer science
• 5+ years of experience working as a Quantitative Developer or a in a related role
• Strong analytical and problem solving skills
• Expert programming skills in Python, experience implementing production-grade Python code
• Experience in OOP paradigms, data structures, and numerical algorithms
• Data storage: RDBMS, S3, columnar databases, NOSQL databases
• Distributed computing: Spark, Dask, or HPC
• Understanding/interest in probability and statistics, including linear regression and time-series analysis
• Curiosity and a willingness to learn new technologies
• Interest in financial markets (prior experience not required)
• Excellent communication skills
• High energy and strong work ethic

Additional Information

Experience with any of the following would be valuable:

• Hadoop, Spark, Kafka, and related technologies
• Unix/Linux system tools and environment
• Basic familiarity with unit testing, continuous integration, DevOps, containerization
• Interactive data visualization and dashboards

The base salary range for this position is $170,000 - $325,000 per year.