Quantitative Developer

New York, New York • $180,000-$300,000

About the Company:

Our client is a leading asset management firm with $50 billion in AUM and is hiring a Quantitative Developer.

 

Responsibilities:

  • Implement models using sound numerical and computational techniques
  • Develop analytical libraries and tools leveraging both open source and proprietary numerical software packages
  • Develop methodologies, algorithms and diagnostic tools for testing model stability and performance
  • Engage business risk managers, clients, and other partners to present the model, technology platform and tools
  • Designing, building, and optimizing performance such as global trading, back testing, systems algorithmic trading strategy, a MEV bot, staking system, mining operation, or other productized analytical tools
  • Improving machine learning training and real-time model serving systems
  • Integrate with cloud infrastructure providers to tackle storage and compute challenges across large datasets and parallel computations
  • Partner with investment professionals and quantitative researchers to define priorities, deliver custom software solutions, and improve the investment process

 

Requirements:

  • 5+ years development experience
  • 2+ years in a quantitative development role
  • Excellent programming skills with one or more languages (e.g. Python, R, C++, etc)
  • Ph.D or a Master’s degree in quantitative field e.g. physics, engineering, mathematics, statistics, etc
  • Exceptional quantitative and analytical skills
  • Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow
  • Experience with financial modeling, derivatives pricing, stochastic models
  • Experience with Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design

 

Salary Range: 

$180,000-$300,000

 

 

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