Job Description

Client


Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes. You'll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.



Role


They're looking for a strong quantitative developer to join their growing PM team in New York. Working on critical greenfield projects, you'll build high-performance components for both live trading and simulation, along with increasing automation and robustness of the research infrastructure -- alpha estimation, risk modelling, backtesting, etc.



Requirements

• 2+ years' development experience in a similar role
• Strong programming skills in C++ or Python
• Bachelor's (or higher) in Computer Science (or other quant discipline)
• A motivated self-starter, with creative & analytical problem-solving skills

Desirable

• Experience working in a small trading team
• Database experience (SQL, MongoDB, HDF5)
• Experience with Bash, Git, Docker, CMake

Benefits

• Market-leading base + bonuses
• Meritocratic work culture and environment
• Excellent professional development
• Outstanding opportunities for project ownership

Contact
If you feel you're a strong candidate for the role and would like further info, please contact:



Greg Leigh-Jones
gregleighjones@oxfordknight.com
+1 929-209-9585
linkedin.com/in/greg-jones-8a457011a

Job Tags

Full time,

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