Our client, a major and prominent hedge fund, seeks a senior quantitative developer to work within an growing systematic trading team that currently researches and builds systematic trading models for global equities with holding periods ranging from a few minutes to a few weeks.
The candidate’s primary responsibilities will include managing data storage and data access for all market data, building and maintaining a simulation environment and a real-time engine to both back test and trade global equities using existing optimization and execution tools.
This quant developer will direct and manage junior quantitative developers in the team as part of their responsibilities.
Several years of experience building simulation and real-time engines for back testing and trading global equities
Computer Science degree MSc or PhD
Strong Python programming background in data structures and concurrent / multithreaded systems
Strong understanding of algorithms and ability to write efficient and well organized code in Python and R; functional knowledge of C++ is a plus
Good understanding of convex optimization and statistics