Quantitative Developer, Global Macro

RoleWe're seeking a senior programmer/developer with extensive financial industry experience to join a newly formed team focused on convertible bond and capital structure arbitrage.

Responsibilities:Design and implement the core data infrastructure and trading systemsDevelop robust data pipelines for ingesting, processing, and analyzing financial market data, including unstructured OTC dataBuild scalable and efficient trading algorithms from scratchCreate tools for backtesting, risk management, and performance analysisCollaborate closely with team members to translate trading ideas into production-ready systemsEstablish best practices for software development, testing, and deployment

Requirements:10+ years of software development experience, with at least 7 years of experience in financial institutions (e.g., hedge funds, investment banks, proprietary trading firms)Advanced degree in Computer Science, Financial Engineering, or related quantitative field preferredProven track record of architecting and building large-scale financial software systems from inceptionDeep understanding of financial markets, particularly in corporate bonds, equity derivatives, and equitiesExpert-level proficiency in Python with demonstrable projects in financial applicationsExtensive experience in designing and implementing data infrastructure for financial applicationsStrong background in distributed systems and high-performance computingFamiliarity with financial regulations and their impact on system design and implementationPrevious experience in launching or joining early-stage trading teams preferredProficiency in C++, SQL, R, and Bloomberg APIspreferredTrack record of leveraging AI/ML technologies, especially LLMs, in financial applications preferredExperience with cloud technologies and their application in financial services preferredCommitment to the highest ethical standards

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