Please, no 3rd party - direct submissions only - no C2C - thank you.
About The Role
Our firm is looking for a to join our quantitative team to partner with Equities Statistical Arbitrage trading team. Data drives systematic trading and is critical to all aspects of the firm's business. This is a hands-on position with significant growth potential. The firm is looking for outstanding skills, strong attention to detail, and experience with both systems development and data modeling.
Responsibilities
Communicate with quantitative researchers and other end-users to understand their requirements and potential future requests
Investigate vendor data thoroughly to become a subject matter expert on its characteristics and irregularities
Develop ETL processing components using cutting edge technologies, and write robust tests for on-going quality control
Support developed transformations and ETL frameworks in production trading as well as backtest research
Build flexible data API components in iterations with research peers to ensure their needs are met
Optimize data IO and load balancing for distributed, grid computation
Analyze a variety of large data sets to develop and implement alpha signals
Requirements
Detail oriented
Strong programming skills, preference for Python, Java is a plus
Experience with the scientific Python stack, Numpy, Scipy, Pandas, Matplotlib
Ability to find practical solutions and successfully make trade-offs between long-term goals and short-term deliverables
Ability to troubleshoot difficult problems, both numerically and technically
Proficient with SQL, experience with Postgres is a plus
Experience with Hadoop, Spark, and Docker is a plus
Preferred Education And Experience
Computer Science/Math or similar degree
2-5 years of professional experience, ideally exposure to work with complex sets and all stages of cleaning, preparing to be used in specific format