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
- 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