Quanta Search
Quant Developer for mid-frequency stat arb team
Quanta Search, New York, New York, us, 10261
ROLE
Quantitative Developer who will be a founding member and lead developer of a new team trading mid-frequency statistical arbitrage strategies. The candidate should have a passion to work in a start-up environment and be comfortable with taking on a leadership role. The candidate will be working on greenfield projects, which are critical to the success of the new team.
RESPONSIBILITIESBuilding high-performance components for both live trading and simulationRefining, and increasing automation and robustness, of the research infrastructure including alpha estimation, risk modeling, and backtesting componentsDeveloping an efficient storage and access scheme for data and reference data across all frequencies, including microstructure dataResearching and implementing performance analytics, including signal performance and post-trade analytics (e.g., slippage, fill-rate, and market impact reports)Achieving trading system robustness through automated reconciliation and system-wide alertsAutomating processes around live tradingMaintaining the system and ensuring its stability, robustness, and securityCollaborating with researchers to improve research infrastructure and toolsContributing to existing libraries for Python code speedupREQUIREMENTS
Bachelor's degree or higher in Computer Science or other technical discipline3+ years professional experience developing infrastructure to support quantitative investingExperience working in a Unix environmentVery strong programming skills in Python and production level coding experienceExperience with extending Python using C/C++Understanding of and experience with data ingestion processesWilling to take ownership of his/her work, working both independently and within a small teamExperience with execution systems is a strong advantageDomain knowledge in equities is a plusCommitment to the highest ethical standards
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com
Quantitative Developer who will be a founding member and lead developer of a new team trading mid-frequency statistical arbitrage strategies. The candidate should have a passion to work in a start-up environment and be comfortable with taking on a leadership role. The candidate will be working on greenfield projects, which are critical to the success of the new team.
RESPONSIBILITIESBuilding high-performance components for both live trading and simulationRefining, and increasing automation and robustness, of the research infrastructure including alpha estimation, risk modeling, and backtesting componentsDeveloping an efficient storage and access scheme for data and reference data across all frequencies, including microstructure dataResearching and implementing performance analytics, including signal performance and post-trade analytics (e.g., slippage, fill-rate, and market impact reports)Achieving trading system robustness through automated reconciliation and system-wide alertsAutomating processes around live tradingMaintaining the system and ensuring its stability, robustness, and securityCollaborating with researchers to improve research infrastructure and toolsContributing to existing libraries for Python code speedupREQUIREMENTS
Bachelor's degree or higher in Computer Science or other technical discipline3+ years professional experience developing infrastructure to support quantitative investingExperience working in a Unix environmentVery strong programming skills in Python and production level coding experienceExperience with extending Python using C/C++Understanding of and experience with data ingestion processesWilling to take ownership of his/her work, working both independently and within a small teamExperience with execution systems is a strong advantageDomain knowledge in equities is a plusCommitment to the highest ethical standards
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com