Quant Developer

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.

• 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)  

#LI-DNP