A successful global hedge fund, expanding their quantitative trading focus, is seeking a Quantitative Developer to work on a growing team with an experienced and profitable quantitative portfolio manager, who focuses on mid frequency strategies in futures and FX. This is an incredible opportunity to join on the ground floor of a fast expanding group
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
- Working in a small collaborative team to help automate work flow (especially using python and linux)
- Contribute in enhancing the current research framework and expand to other asset classes (like Equities and Fixed Income)
- Work with PM on supporting live trading application which has been developed by the team
WORK EXPERIENCE / SKILLS:
Essential
• 3-5 years of experience in financial services (where he/she is coding actively)
• Masters in a Financial Engineering or Quant finance background is a plus
• Proficiency in Python/Linux
• Experience with financial data, building data pipeline
• Experience with intra-day data and working on columnar database to manage large amounts of data
• Have some experience with automation of work flow
Desirable
• Java/Kdb/C++ is a plus
• Any financial research experience (any asset class or any horizon) is a plus
• We think programs such as Columbia MFE or NYU Quant Finance can be really good source.
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