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)
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