Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a technology and data-driven firm, we design and build our own cutting-edge systems, from high performance trading platforms to large scale data analysis and compute farms. With main investment offices in New York, London and Singapore, we emphasize true, global collaboration by aligning our investment, technology and operations teams functionally around the world.
Role: Quant Developer - High Performance Software Engineering
Department: Investment
Position Overview
- Help research and implement strategies & signals logics, backtesting and simulation, libraries, and processing frameworks.
- Develop tooling to analyze large data sets using advanced statistical methods to identify trading opportunities and to monitor impact of changes over time.
- Develop detailed understanding of the principals of markets operation and structure to effectively utilize domain knowledge in software design and development.
As a member of collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects. Collaborate with technology teams providing strategy & signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience.
Responsibilities:
- Long-term design improvement and maximization of code reuse
- Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work
- Contribute to strategic design and roadmap for high performance trading infrastructure
- Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out projects
- Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others
Required Qualifications:
- Degree in Engineering, Computer Science or related subject; Masters or higher a plus
- 3+ years strong programming experience under Linux, at least 1 year in C++
- 2+ years’ experience working on high performance mission critical systems
- A team player with good communication skills and a preference for compromise
- Ability to balance tactical work with pursing long-term strategic objectives
- 2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading
- Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to:
- convert abstract requirements into concrete trading implementations and algorithms
- troubleshoot trading algorithm and systems issues across large complex distributed system
- Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc)Experience developing market simulators a strong plus
- Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus
- Basic statistics; advanced quantitative skills a plus, but not required
- GUI programming experience a plus
- Must be able to work well under pressure and tight deadlines
- Effective and professional communicator
Nice to have:
- Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD)
- Experience working on a global team
- Python, Q/kdb+
- Testing methodologies (unit tests, regression tests)
- Dev workflow – SVN, GIT, JIRA, Code Reviews, etc
- Grid & cluster tools (especially SLURM)
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