Quant Developer

Our Research Engineering Pipeline group seeks an organized and proficient Quant Developer to join their Research Engineering team. The candidate will work within a team of extremely talented and collaborative Quantitative Researchers, Engineers and Portfolio Managers. The team is comprised of technical and hands-on builders, each wearing multiple hats, and so will the candidate.

Responsibilities:

As a Quant Developer on the Research Engineering team, you will work very closely with the Researchers and Portfolio Managers on the team.

Your key responsibilities will include but not limited to:

• Build out performance attribution system and portfolio analytics from scratch to monitor various strategies in live trading

• Build out data pipelines for collecting new alternative datasets that can be monetized and incorporated in live trading

• Add capabilities to our research infrastructure for new assets/asset classes

• Automate research workflows that drive inputs for live trading which are currently managed by researchers

• Manage and scale core components of our research infrastructure including data collection, machine learning framework, backtester etc.

Requirements:

• BS/MS/PhD in Computer Science or equivalent

• At least 2 years of experience as Quant Developer or related position

• Strong programming background in Python and C++

• Strong problem solving and communication skills

• Ability to multi-task and have ownership mentality

• Experience with Python data science stack e.g. Pandas/Numpy/Scikit-learn

• Outstanding coding, debugging and analytical skills

• Devoted to writing automated tests