The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.
The firm is seeking a Quantitative Developer for a new team focused on systematic corporate bond and credit derivatives strategies.
Key Responsibilities
- Design and develop software systems for research and production processes (such as alpha generation, portfolio construction, and trading), ensuring efficiency and robustness
- Manage the CI/CD pipeline, troubleshoot and resolve systems related issues
- Assist in building efficient tools for data organization and visualization, fitting, backtesting, and PnL attribution
- Automate order generation, integrate compliance and limit checks. Ensure system robustness with automated reconciliation, alerts and fuses, etc.
- Build desktop UI tools in close collaboration with the portfolio managers and traders to monitor live PnL, order execution, portfolio positions, etc.
Skills, Knowledge & Experience
- Undergraduate or graduate degree in Computer Science or other related discipline
- 3+ years of experience designing and developing research and live trading infrastructure at a financial institution
- Proficiency in Linux OS. Demonstrated strong coding skills in Python/C++ with experience in object-oriented design and proper unit testing. Experience in SQL and UI development frameworks is preferred
- Experience handling connections to execution/order management systems is preferred
- Experience in credit markets and fixed income pricing systems is a plus
- Strong communication skills
- Willingness to take ownership of his/her work and be among the founding members of a team
