C Quantitative Developer

15 Oct 2024

Vacancy expired!

Looking for an experienced, detail-oriented quantitative developer to assist with the development and deployment of our industry-leading mathematical/statistical models for real-time, pre- and post-trade transaction cost analysis, and making them available for trading applications.The successful candidate joins a strong team that conducts trading-related development by applying principles of scientific computing, numerical optimization as well as analytical and programming skills. We create actionable products that improve decision-making for equity, FX, and other asset classes.

Responsibilities will include:
  • Leverage scientific computing skills and utilize robust numerical optimization algorithms for trading applications
  • Integrate our new models to a platform powered by a relational time series database framework with in-memory computation engine.
  • Develop reusable common framework components for trading analytics development
  • Assist in migrating of existing financial analytics and models to a KDB/q environment
  • Automate the validation and QA of new models and their applications in the trading process
  • Conduct critical comparison of alternative data sources
  • Lead other researchers and developers in using cutting-edge open-source data science tools applicable to data analysis, model deployment, and data visualization.
  • Effectively document the use cases, requirements and architectural specifications related to the models and their applications
  • Maintain and support the existing research tools, infrastructure and products

Qualified candidates will have:
  • Advanced degree in a quantitative field (e.g. computer science, operations research, engineering, applied mathematics, physics, computational finance)
  • Experience with scalable software development and deployment
  • Strong programming skills in C
  • In depth knowledge of algorithms and data structures
  • Ability to effectively use the Linux platform for development and data processing
  • Interest in learning business applications and understanding the usage of our models/analytics in the financial industry
  • Ability to effectively communicate and collaborate with multi-office/region teams
  • Familiarity with KDB/q and relational databases is preferred
  • Experience with Python and other scripting and programming languages would be helpful, but is not required

  • ID: #46480819
  • State: Massachusetts Boston 02108 Boston USA
  • City: Boston
  • Salary: Depends on Experience
  • Job type: Permanent
  • Showed: 2022-10-15
  • Deadline: 2022-12-12
  • Category: Et cetera