Quantitative Engineer

Massar Capital; Wien; Vor Ort; EUR 95 000; Vollzeit

Zusammenfassung

An established industry player in alternative investment management is looking for a talented Quantitative Engineer. In this role, you will enhance research infrastructure and improve models, leveraging your extensive software development experience in a data-driven environment. You'll collaborate across teams to design scalable systems and develop high-performance platforms, all while promoting best coding practices. If you're passionate about technology and finance, and eager to contribute to innovative projects, this opportunity is perfect for you.

Qualifikationen

• 2+ years of Python experience with libraries like NumPy and Pandas.
• Degree in computer science or related field is required.

Aufgaben

• Design scalable systems for quantitative research.
• Develop high-performance platforms and conduct code reviews.

Kenntnisse

Python

Communication Skills

Problem-Solving

Team Collaboration

Ausbildung

Degree in Computer Science

Tools

AWS

NumPy

Pandas

PyTorch

TensorFlow

Jobbeschreibung

Massar Capital Management, LP (“Massar”) is an alternative investment management company founded in 2015. We employ a global macro trading strategy that seeks to capture investment opportunities across commodity, foreign exchange, fixed income, equity, and derivatives markets. With offices in the United States and Europe, Massar prides itself on its dynamic, entrepreneurial culture. Our investment philosophy combines fundamental understanding of individual assets with a quantitative, data-driven process. We build proprietary technology and develop statistical methods to leverage both public and in-house data sets. Our team members possess strong technical skills, a passion for problem-solving, and an intellectual curiosity about financial markets.

ROLE OVERVIEW

We are seeking a Quantitative Engineer to help build and enhance our research infrastructure and improve our existing suite of models. The ideal candidate is a mid-level engineer with extensive software development experience in a highly data-driven industry such as finance, technology, or machine learning. The ability to collaborate across teams and support multiple projects is essential.

RESPONSIBILITIES

1. Design scalable systems to support Massar’s quantitative research program.
2. Develop high-performance platforms for quantitative research.
3. Write comprehensive documentation and conduct code reviews.
4. Promote and uphold firm-wide best coding practices.

REQUIREMENTS

1. Degree in computer science or a related field.
2. Development experience with AWS or other cloud providers.
3. 2+ years of Python experience, including proficiency with libraries such as NumPy, Pandas, PyTorch and TensorFlow.
4. Excellent communication skills, self-starter, quick learner, positive attitude, and team player.
5. Experience in at least one of the following areas:
6. Econometrics, factor analyses, or automated trading.
7. Weather data modeling.
8. Machine learning techniques, such as neural networks.
9. Robotics and/or sensor networks.
10. Other high-dimensional, computationally intensive data problems.

COMPENSATION

The all-inclusive salary for this position STARTS at EUR 95.000,00. Competitive and performance-based compensation package, depending upon qualifications.