We are seeking a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

Responsibilities:

Build and maintain scalable web services for applications and front office users
Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services
Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
Build and maintain quant libraries in Python.
Promote best coding practices within the firm

Requirements

Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering)
7+ years of relevant experience in hedge Funds, investment banks or financial services domain
Excellent quantitative reasoning and software design
Demonstrated professional Python skills
Clear grasp of SQL and relational database fundamentals
Web development skills
Strong verbal and written communication skills
Operates with the highest degree of ethics and integrity

Nice to have:

Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
Proficiency in another programming language such as C#, Java or C++
Experience with AWS

Quantitative Developer

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