Quantitative Python Developer (QD) - Leading Systematic Hedge Fund (PW)
New York, NY, United States
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