Quantitative Software Developer (Python, AWS) – Hedge Fund

  • 150000-300,000
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • NJF Search
  • 17 oct. 17 2017-10-17

Our client is a quant fund based in NYC with $3b in AUM. The firm is staffed by a team of researcher scientists who build statistical trading models for futures and equities. The role concerns developing applications for the research team and porting the research infrastructure to the cloud.

Responsibilities:

  • Assist researchers with the implantation of trading strategies.
  • Port applications and research infrastructure to AWS (Storage and Elastic Compute).
  • Contribute to the development of software for back testing and simulating strategies for statistical arbitrage, relative value and automated trading. 
  • Develop web based software and analytics for monitoring portfolios, transaction costs and market impact.
  • Assist the portfolio management and research team with software and quantitative development projects.

Requirements:

  • Strong object oriented programming skills, particularly relating to parallel, sequential processes as well as numerical processes (numerical recipes in C++, C# or Java)
  • Expertise with Python and the following libraries: Pandas, SciPy, NumPy, Matplotlib, Scikit-learn
  • Expert with AWS: (S3, Lambda, EC2, RDS)
  • While not a quantitative researcher, you have an interest in mathematical algorithms and their efficient implementation. e.g. Walk Forward Optimization, Parameter Estimation and Optimization, Linear Methods, Linear Predictor Functions, Support Vector Machine
  • Experience: 4-6 years of industry
  • Education: Computer Science or Electrical Engineering