Quantitative C++ Developer

  • 180,000-200,000
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 13 Nov 18

A successful hedge fund specialized in quantitative trading is seeking a Senior Quantitative Developer. The ideal candidate should have experience designing and implementing production trading software. Expertise related to trading-logic, alpha-capture, portfolio construction, simulation framework, sim-live fidelity, and execution dynamics are essential.

Drive the trading workflow for efficient and intelligent expression of trading ideas

     Develop simulation capabilities using modular design and high-fidelity results wrt to live trading

     Deploy strategies in production and achieve a scalable and transparent production footprint

     Conduct data research to examine behavior and performance of alphas and trading strategies

     Build research tools and applications for processing and examining market and trading data

     Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes

 

Requirements

 

     Graduate degree in Applied Math, Computer Science/Engineering, EE, or similar

     Proficiency in C++ with demonstrable experience building large-scale production applications

     Comfort performing advanced data research & modeling using Python and/or R

     Extensive knowledge and understanding of software engineering principles and practice

     Extensive knowledge and experience with high-volume, high-dimensional data modeling

 PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar

     Deep insights into global financial exchange micro-structure and micro-behavior

     Prior experience managing Equities and/or Futures Statistical Arbitrage or High frequency strategies

     Experience originating alpha/strategy development in an unprecedented environment or scale