Quantitative Developer

Role:

We’re seeking a senior programmer/developer with extensive financial industry experience to join a newly formed team focused on convertible bond and capital structure arbitrage.

Responsibilities:

• Design and implement the core data infrastructure and trading systems
• Develop robust data pipelines for ingesting, processing, and analyzing financial market data, including unstructured OTC data
• Build scalable and efficient trading algorithms from scratch
• Create tools for backtesting, risk management, and performance analysis
• Collaborate closely with team members to translate trading ideas into production-ready systems
• Establish best practices for software development, testing, and deployment

Requirements:

• 10+ years of software development experience, with at least 7 years of experience in financial institutions (e.g., hedge funds, investment banks, proprietary trading firms)
• Advanced degree in Computer Science, Financial Engineering, or related quantitative field preferred
• Proven track record of architecting and building large-scale financial software systems from inception
• Deep understanding of financial markets, particularly in corporate bonds, equity derivatives, and equities
• Expert-level proficiency in Python with demonstrable projects in financial applications
• Extensive experience in designing and implementing data infrastructure for financial applications
• Strong background in distributed systems and high-performance computing
• Familiarity with financial regulations and their impact on system design and implementation
• Previous experience in launching or joining early-stage trading teams preferred
• Proficiency in C++, SQL, R, and Bloomberg APIs preferred
• Track record of leveraging AI/ML technologies, especially LLMs, in financial applications preferred
• Experience with cloud technologies and their application in financial services preferred
• Commitment to the highest ethical standards