Direct message the job poster from Harrington Starr
Senior Recruitment Consultant at Harrington Starr. I specialize in mid-senior quantitative roles within hedge funds, proprietary trading firms and…
Quantitative Developer, NYC Hedge Fund
We're partnering with a growing New York based hedge fund, looking to hire quantitative developers into their growing team. As a quantitative developer, you will be responsible for developing and maintaining the firm's software applications. This role will involve working on cutting-edge financial applications and services, ensuring robust performance and seamless user experience. You will work closely with portfolio managers, operations and other stakeholders to deliver high-quality software solutions.
Responsibilities:
- Develop, test, and maintain high-quality software applications using Python and AWS stack.
- Work with portfolio managers to build trading systems and tools.
- Manipulate and analyze data to support various business needs.
- Ensure code quality and maintainability by following best practices and coding standards.
- Build databases to manage and store data efficiently.
- Stay up to date with the latest industry trends and technologies to continuously enhance skills and knowledge.
Requirements:
- A bachelor’s degree in computer science or a quantitative field
- Understanding of software engineering principles, design patterns, and algorithms
- Experience with continuous integration and continuous deployment (CI/CD) pipelines
- Rudimentary knowledge of financial markets preferred
- Proficiency in Python, AWS, and at least one compiled language (C++, C#/.NET, Java, Rust, etc.)
- Experience analyzing and manipulating data using python
- Knowledge of threading and multiprocessing
- Experience working with databases, preferably including NoSQL databases
If you're interested, please apply directly or reach out to me at celia.dodds@harringtonstarr.com to organize a call.
Seniority Level
Mid-Senior level
Employment Type
Full-time
Job Function
Finance
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