Quantitative Software Engineer

Job Description

Job Location: 100 Avenue of the Americas, New York, NY 10013 Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting/working from home is permissible for remainder of the same month. Duties: Develop and maintain the platform that is responsible for performing real time pricing and executing risk and alpha models that are used to inform discretionary or systematic trading systems, as well as performing historical simulations. Develop and maintain the core trading system by onboarding new asset classes and markets, enhancing systems for risk monitoring, compliance, and internal controls, and enhancing the efficiency and quality of trade executions. Develop and maintain systems for feeding and transforming market and derived data that is used for modeling and trading, introduce new data sources based on changing market environment and business requirements, enhance maintainability, reduce operational errors and expand data quality checks. Conduct research and perform analytics on market and trading data. Research and incorporate new sources of macroeconomic and alternative data, make them research and production ready by performing normalization and featurization. Minimum education and experience required: Bachelor’s degree or equivalent in Computer Science, Electrical Engineering, Financial Mathematics, Physics, or related quantitative field plus 2 years of experience in software engineering, or related experience. *Skills required: Must have experience with a broad range of financial markets and instruments, including options, futures, fixed income and equities, and demonstrated knowledge about their market conventions and dynamics. Must have experience with the characteristics of financial instruments in options/futures space, and demonstrated knowledge about their pricing and risk. Must have experience with performing analysis of financial data, including market data, derived data, fundamental data, and alternative data, with tools such as Pandas. Must have experience with real time messaging and pubsub systems such as Kafka to process and propagate real time pricing, risk, and model signals. Must have experience with programming languages such as Python, as well as experience with Linux and bash scripting. Must have experience with various types of storage systems for different purposes, including SQL database, NoSQL database and object storage like S3. Must have experience with cloud computing platforms and technologies, including AWS and Kubernetes. Must have experience with SDLC best practices, including version control, build systems and agile development. Must pass company’s required skills assessment. Employer will accept any amount of experience with the required skills. The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience. #LI-DNI