Quantitative Python Developer (QD) - Leading Systematic Hedge Fund (PW) Applying
Type: Permanent
Experience: Experienced Professional (Non-Manager)
Education: Bachelor's Degree
Category: Information Technology
Industry: Financial / Financial Services
Date Posted: 04/21/2023
Shortcut:http://affinity-north.jobs.mrinetwork.com/bKO9iG
FIRM
We are one of the world’s premier investment firms.
systematic, computer-driven trading strategies
multiple liquid asset classes, including equities, futures, and foreign exchange
research market anomalies
unparalleled access to publicly available data sources.
TEAM
We are a start-up trading team, an elite team specialized in trading medium-frequency statistical arbitrage strategies. The team is led by industry veterans from leading firms. We emphasize a collaborative culture that embraces cutting edge technologies.
ROLE
Experienced quantitative software developer
Join a fast-growing team and contribute to new initiatives
Passion for technology and optimization in research and trading
Gain full-stack exposure and expertise in all aspects of quantitative research and trading
Play essential role for the team’s expansion
Responsibilities
Research infrastructure
Data pipelines for large-scale data processing
Work with infrastructure team to improve compute capabilities
Requirements
Undergraduate degree or higher in computer science or other related discipline
3+ years of professional software development experience, L4/L5 equivalent level at tech firms
Strong interest in learning new technology
Strong interest in financial field
Strong analytical and quantitative skills
Python proficiency with either C++ or Java experience
Linux
SQL, NoSQL, or HDF5
Distributed systems experience (Kubernetes, Spark) is a plus
