A top tier world renowned quantitative hedge fund is looking to onboard a lead quantitative C++ developer to one of their teams based out of New York.
Role / responsibilities
Candidate will lead the system-wide design and build-out of a quantitative futures and currencies portfolio focused on high- and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology; have a desire to take ownership of their work; and be able to work both independently and collaboratively to maximize team throughput. The responsibilities would include:
- Building high-performance/low-latency components for both live trading and simulation.
- Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components.
- Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data.
- Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports).
- Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses.
This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.
Requirements
- The position mandates a highly skilled technologist with reasonable quantitative skills.
- A Masters in Computer Science or a quantitative discipline, and at least 3 years of industry experience in a quantitative business is required (must include working on high-frequency/low-latency technology).
- Candidate must have broad knowledge and experience with performance tradeoffs for common hardware and technology decisions.
- The trading platform requires strong C++ skills, and some experience in Python. Knowledge of R is preferred..
- Given the nature of trading, experience in futures and currencies would be preferred.
If you are interested in this role please apply below or contact me for more information.
