Looking for an innovative quantitative software engineer to join our IT department. This individual will be working towards building quant research platform and building infrastructure for supporting quant research process. This role requires a highly motivated, organized and experienced developer with pride of ownership reflected through clean design, code quality and a disciplined software development approach.
location: New York, New York
job type: Permanent
salary: $120,000 - 125,000 per year
work hours: 9am to 5pm
responsibilities: Key Responsibilities
- The Quantitative Developer will build, refine, and maintain an efficient technology infrastructure to enable and support quant team's research and analytical efforts.
- Building high-performance research infrastructure components/framework for portfolio simulation, construction, optimization, rebalancing and trading.
- Refine, increase automation and robustness of the research infrastructure including alpha estimation, modeling, and back testing components.
- Develop data processing pipelines for new data sources containing structured and unstructured data.
- Efficient storage and access scheme for data and reference data across all frequencies.
- Researching and implementing performance analytics.
- Collaborate with quant researchers to implement framework for automating and presenting analytics, reports, and monitors.
- Build and support visualization and exploration capabilities around big data sets.
- Experience level: Experienced
- Minimum 5 years of experience
- Education: Bachelors
Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.