Quantitative Trading Software Engineer
Financial Services - Front Office
New York, New York
- will help build a cutting-edge computational environment.
- will meaningfully contribute to the success of the team by building & deploying research and analytical tools
- build out infrastructure to support trading pipelines; data warehousing & containerization to drive the success of the business.
- This hire must have a minimum of 3 years experience at a recognized systematic/HFT hedge fund.
- Bachelors degree from an accredited university in STEM --advanced degrees a plus
- Experience with cloud-based environments (AWS/Google Cloud/Azure) and distributed/parallel programming.
- 3+ Years in-market full-time as a SWE or Quant Developer at a Systematic or HFT Hedge Fund or Proprietary Trading shop
- Experience w Machine Learning, ETL & ELT
- Expertise in Python & SQL
- Experience w Databricks, Snowflake, Redshift
- Proven track-record implementing efficient code
- Meticulous attention to detail as tight code matters
- Strong communication and social skills to work seamlessly & collaboratively within the team
- Aptitude to understand the team's software needs & ingenuity to provide robust and scalable solutions
- Strong ownership and project management skills
- Vaccination confirmation & work authorization to report to New York-based offices full-time
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.