Lead Quantitative Developer with Asset Management Firm in NYC
at Engage Partners, Inc.

Date Posted: 5/6/2019

Job Description


My client is looking to add a Quantitative Developer to their team.  Interested/qualified resumes to [Click Here To Join]

Must have experience with systematic back-testing, experience in the mid-frequency space, and strong C++ developmetn skills.

Role

Lead Developer for a new team focusing on short term systematic futures, FX, and options strategies
 

Responsibilities

Design, develop, and integrate modular system components for research, simulation, and real-time trading:
                Option pricing and Greek computation
                Signal and forecast computation
                Portfolio construction and optimization
                Order generation and handling
                Position, risk, and P&L services
                Efficient storage and access scheme for market and non-market data across all frequencies
                Compute cluster, high throughput research infrastructure
                Performance attribution and post-trade analytics
                Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)

Monitors, dashboards
 

Job Requirements



The position requires a highly skilled, passionate technologist with:
Strong quantitative skills
Strong communication skills
A Masters or PhD Degree in Computer Science or a quantitative discipline
At least 2 year experience in a quantitative options business (automated market making or volatility arbitrage)
Proven expertise with:
                Implementing systems for real-time option pricing, risk, and execution
                Implementing fully automated option delta hedging strategies

Implementing real-time forecast, alpha services
                Manipulating tick/microstructure level data
Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack
Expertise in C++ or Java, Python
Domain knowledge of multiple product types preferred (options on futures, equity indices, ETFs, stocks, FX)               
Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment team

 

Job Snapshot

About Us

Join a winning team that gets the job done right. At Engage Partners, Inc., we focus on excellence in the industry of staffing solutions. We work hard every day to get it right and get it done – the right employees, the right businesses, the right time.

There’s a reason why we have been around for decades. Engage Partners, Inc. has a wealth of experience matching people to their prospective employers (and vice versa). We have the ability to provide the opportunity for long-term career paths or temporary project assignments, temporary or full-time positions, executive management recruitment or attracting seasonal assistance. We work with a strong, diverse network of organizations across the country that are always looking for top-notch candidates to fill their open positions. From small business start-ups to Fortune 100 companies, we want your next job to be the one you’ve been waiting for.

We are a full-service staffing agency with opportunities for employment all across the U.S. Our recruitment efforts are focused on professionals in many areas of expertise:

  • Healthcare IT
  • Healthcare / Clinical & Non-Clinical
  • Administrative & Office Professionals
  • Information Technology
  • Sales & Marketing
  • Finance & Accounting
  • Pharmacy
  • Engineering, Energy & Green Technologies

Come see why our clients and our candidates seek out the level of service that makes the Engage Difference: We speak with our clients, not to them. Authoritative and approachable, it's always about the dialogue. Direct and to the point. Let's create solutions, not additional work.

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