Experience level: Mid-senior
Experience required: 3 Years
Education level: Bachelor’s degree
Job function: Information Technology
Industry: Financial Services
Total positions: 4
Visa : Only US citizens and Green card holders
JOB DESCRIPTION:
- Our client is seeking strategic, detail-oriented software engineers to join our Quantitative Research team as a Quantitative Developer.
- You'll be assisting our Head of Quantitative Research in creating and maintaining models for research projects using C++.
- We're small, nimble, casual (no suits – shoes optional), and passionate about our mission and the projects we create.
- As a member of our Quantitative Research team, you will have true ownership over your projects from beginning to end, with an emphasis on accountability over micromanagement.
RESPONSIBILITIES:
- Work directly with the Head of Quantitative Research to create new and enhance existing models in C++
- Assist our developers with implementation of new models in production code
- Provide coding support for new research ideas
QUALIFICATIONS:- At least 3 years of experience programming in C++ (HEAVY C++ programming)
- Bachelor or master’s is fine. PhD is probably overkill. Should come from an engineering (not CS) or applied math background. No quant/finance degrees. Regular math or statistics or some sort of engineering.
- Experience with data handling and ability to analyze data within a SQL environment
- Some experience coding C++ for both Linux and Windows is preferred
- Knowledge of C++11 and C++17 is preferred
- Experience working in an Agile/Scrum environment preferred
- Strong written and verbal communication skills with the ability to handle multiple projects at once
- Ability to work independently
ADDITIONAL QUALIFICATIONS:
- Experience with Java, Python, and Linux shell scripting
- Experience with AWS
- Experience with Redis or a similar datastore & messaging system such as MongoDB
- Helpful to know: Git, Docker, cmake, Jira, Confluence, Google Protocol Buffers
- Familiarity with Boost and Eigen C++ libraries
- Experience with quantitative modeling
- Familiarity with options or equities