Senior Quantitative Developer

The Role

• Work directly with quants, administrators, and portfolio managers in the front-office engineering organization.
• Develop sophisticated numerical simulation models for quantitative derivatives.
• Implement customization investment frameworks.
• Provide risk management solutions.
• Perform tuning exercises using efficient optimization pipelines and scalable enterprise systems.

Our Technology

• Access to a wide range of tools and languages (C++ and .NET) across the broad spectrum of trading systems and securities.
• Integration with leading enterprise initiatives, platforms, and related technology projects (including Bloomberg and Salesforce).
• Focus on high-precision, quantitative analysis for areas such as high-frequency trading (HFT) and electronic trading (ETL).

Working Here

• A culture that encourages creativity, innovation, open-mindedness, collaboration, and accountability.
• A collaborative environment with staff from various financial centers, trading markets, and technology teams.
• Commitment to diversity within teams.
• Encouraging innovation-driven business relationships and creative solutions.
• We expect teams to be passionate about learning, exploring individual contributions, and driving new development and innovation.

Technology and Business Skills

Essential

• Extensive programming experience in software development, engineering, and analytical work, with a focus on quantitative development (experience with C++ and Python, and proficiency with related libraries: NumPy, SciPy, pandas).
• Experience developing large-scale, high-quality, and stable systems, with an excellent track record in testing, validation, and benchmarking.
• Excellent oral and written communication skills, with the ability and tact to present complex problems and articulate solutions.
• A strong track record in data science.
• 5+ years of experience in developing and maintaining large-scale, high-performance systems, including those with low-latency and distributed data pipeline components and back-end components.

Advantageous

• Experience in quantitative trading development with high-performance trading firms or institutional investors.
• Experience managing large-scale, high-performance trading systems.
• Significant ability or aptitude for developing complex, transactional distributed systems with low-latency architecture, such as real-time event processing systems, risk management, and portfolio control.
• Proficient in distributed computing technologies such as Spark, Hadoop, Kafka, Amazon EMR, distributed version control tools, multithreaded applications, and microservices.
• Practical knowledge of financial markets and instruments.
• Experience with high-performance system engineering, such as Unix, Linux, Windows, macOS, etc.

Personal Attributes

• Ability to work effectively in fast-paced teams with high visibility to stakeholders (ability to think on your feet, handle change, and thrive).
• Mentally tough and eager to embrace innovation (resilience).
• A highly intellectual approach, combined with agility and an open mind, to understanding problems and collaborating on complex topics.
• Analytical ability to identify and implement technical solutions efficiently.
• Keen eye for detail, self-motivated, persistent.
• Ability to communicate and interact with people of diverse personalities, capable of expressing complex ideas to both technical and non-technical stakeholders, explaining challenges, and ensuring they are understood.
• Strong work ethic, adaptable, flexible, able to thrive in a fast-paced environment, and capable of maintaining performance under pressure.
• A proactive, self-motivated individual with strong attention to detail and problem-solving skills.