About the role
We are seeking a Senior Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.
Responsibilities:
- Architect and build scalable web services and distributed systems for applications and front office users (FastAPI, ECS) - Build front end tools web dashboards (Flask, Django) for market monitoring, trade screening and risk management. - Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation - Build and maintain quant libraries in Python. - Promote best coding practices within the firm
Requirements
- Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering) - 10+ years of relevant experience in hedge Funds, investment banks or financial services domain - Excellent quantitative reasoning and software design - Strong Python skills - Demonstrated experience with high-efficiency programming and multi-threading - Clear grasp of SQL and relational database fundamentals - Ability to multitask and produce high-quality code - Strong verbal and written communication skills - Operates with the highest degree of ethics and integrity
Nice to have:
- Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options - AWS practitioner experience - Experience in another object-oriented language such as C#, Java or C++ - Front end design experience
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