Quantitative Developer - New York- Multi-Asset Class Systematic Trading | New York, NY, USA

Oxford Knight; New York (NY); On-site; USD 100,000 - 160,000; Full time

Job summary

A leading investment firm in New York seeks a Quantitative Developer to join their PM team. This role involves developing high-performance components for trading and enhancing research infrastructure. Candidates should have strong C++ or Python skills and a relevant degree. This position offers a collaborative work environment with plenty of project ownership and market-leading compensation.

Benefits

Market-leading base + bonuses

Meritocratic work culture

Excellent professional development

Opportunities for project ownership

Qualifications

• 2+ years' development experience in a similar role.
• Strong programming skills in C++ or Python.
• A motivated self-starter with creative and analytical problem-solving skills.

Responsibilities

• Build high-performance components for live trading and simulation.
• Work on critical greenfield projects.
• Increase automation and robustness of research infrastructure.

Skills

Programming in C++

Programming in Python

Analytical problem-solving

Education

Bachelor's in Computer Science or Quant Discipline

Tools

SQL

MongoDB

HDF5

Bash

Git

Docker

CMake

Job description

Quantitative Developer - New York- Multi-Asset Class Systematic Trading

Client

Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes. You'll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.

Role

They're looking for a strong quantitative developer to join their growing PM team in New York. Working on critical greenfield projects, you'll build high-performance components for both live trading and simulation, along with increasing automation and robustness of the research infrastructure -- alpha estimation, risk modelling, backtesting, etc.

Requirements

• 2+ years' development experience in a similar role
• Strong programming skills in C++ or Python
• Bachelor's (or higher) in Computer Science (or other quant discipline)
• A motivated self-starter, with creative & analytical problem-solving skills

Desirable

• Experience working in a small trading team
• Database experience (SQL, MongoDB, HDF5)
• Experience with Bash, Git, Docker, CMake

Benefits

• Market-leading base + bonuses
• Meritocratic work culture and environment
• Excellent professional development
• Outstanding opportunities for project ownership

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact
If you feel you're a strong candidate for the role and would like further info, please contact:

Greg Leigh-Jones
[e-mail]
[phone]
linkedin.com/in/greg-jones-8a457011a

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