Quantitative Model Developer Jobs

Excellent C++ skills on a Linux platform, preferably with experience in low-latency programming

Knowledge of market-microstructure and experience in market data (L1/2/3), for cash equity or other markets

Experience with Smart Order Routing (SOR) and comprehensive knowledge of liquidity pools

Experience in designing, implementing electronic algorithmic trading system, for purpose such as execution, market making, or high-frequency trading

Strong skills in Python and databases

Experience in post trade analytics is preferred

5+ years of experience working as a quantitative developer in an environment focused around electronic market-making or algorithmic trading;

5+ years of relevant experience in writing either C++, C#, Python, or a combination of said programming languages;

Experience with RDMS and NoSQL database solutions;

Must be comfortable working remotely.

Experience with one or more order entry protocols (FIX, ITCH/OUCH, SBE);

Experience with multi-threading and concurrency;

Demonstrated project management, organization skills, and Agile experience

Bachelor’s degree in a quantitative field, and five or more years of relevant experience

MA/MS in a quantitative field, and three or more years of related experience

PhD in a quantitative field, and less than two years of related experience

Thorough knowledge of fraud, strategic planning, and banking operations

Comprehensive knowledge of bank systems, banking documents, and financial products including credit cards, ACH transactions, wires, checks and other electronic transfers

Develop systems for production trading and portfolio management

Exceptional software design and development skills in Rust, Python, Java or other OOP language

Prior internships or full-time work experience that demonstrate your ability to architect and implement software systems to solve real-world problems

Basic knowledge of machine learning methods or statistical modeling techniques; advanced knowledge is a strong plus

Versatile problem-solving skills, and a drive to succeed

Knowledge of financial markets or the crypto industry is a plus but not required

What ideal qualifications, skills & experience would help someone to be successful?

7+ years of prior professional programming experience (preferred).

Advanced C# and SQL experience.

Medium to advanced knowledge of Python

Working knowledge working with Windows environments and cloud-based technologies (Azure).

Excellent communication skills to be able to interact with a wide range of users ranging from very technical (quants) to non-technical.

Strong Excel skills including experience with macros/VBA.

Receive structured learning on technical and quantitative skills.

Proficiency with Python/R programming languages; working knowledge of PANDAS and Dash is a plus.

Experience with Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design.

Exceptional quantitative and analytical skills.

Strong written and verbal communications skills.

Experience using Python and other similar programming languages

Working knowledge of cloud-based technologies (Azure a plus)

Experience with Microsoft Power Platform (Power BI/Power Apps/Power Flows a plus)

Excellent verbal and written communication skills with a strong detail-orientation

Demonstrated passion for solving problems with technology and possess strong understanding of fundamentals in software development

Familiarity with relational database languages such as SQL

Advanced statistical modeling and data management skills along with broad knowledge of quantitative finance and econometrics.

Prepare and provide reports and presentations relative to model risk management to leadership as requested.

Responsible for recommending and reviewing policies, guidelines, and procedures with respect to model risk management.

Master's Degree in Business, Accounting, Finance or other related field required

Design and implement customized model test plans to facilitate future validation efforts, including the creation of reusable code and spreadsheets.

Responsible for ensuring adequate documentation is maintained in all phases of work; routinely track and report on initiatives, actions and results.

Commercial experience in Exotic Equities

Experience working in a front office environment.

3+ commercial years in Java or C++

Financial modeling (probability and stochastic calculus, Monte Carlo, numerical methods)

A proponent of agile methods: continuous integration, code review, unit testing, refactoring, and related approaches.

Proficient working on both Linux and Windows platforms.

Conduct ongoing maintenance and research on models for risk management of mortgage and fixed-income products

Lead or participate in complex initiatives and deliverables within mortgage Quantitative Analytics and modeling

Develop analytical strategies for real time decisioning and/or long term objectives

Use quantitative and technological techniques to solve complex business problems

Maintain up-to-date and high quality model documents that satisfy model validation and requests from oversight teams

In this role, you will:

Programming skills in at least one language from C++ and Java

Financial products knowledge in vanilla and exotic equity products.

Experience with scripted payoffs (ex. BLAN)

Analytical work to research, implement and support pricing and risk models for equities.

Development work on server-side processes as part of a micro-service infrastructure.

The role is part of the firm’s financial engineering team which supports trading desks globally.

Be an experienced Python programmer

Experience in quantitative trading is a plus but is not required

Design, implement and maintain modules that process market data and generate trading signals in collaboration with researchers

Build or improve scripts for automating and optimizing operational tasks

Monitor production processes and debug any encountered problems

A bachelor's degree or higher in computer science, applied mathematics, or another technical field from a top university

Broad understanding of equity derivatives (prior experience is a plus)

Experience working with large quantities of data

Demonstrate excellent communication, analytical, and quantitative skills

Strong critical thinking skills and a quick learner

Partner with PM and senior team members to research trading strategies and signals

Assist in optimizing portfolio performance for the team

Broad understanding of equity derivatives (prior experience is a plus)

Experience working with large quantities of data

Demonstrate excellent communication, analytical, and quantitative skills

Strong critical thinking skills and a quick learner

Partner with PM and senior team members to research trading strategies and signals

Assist in optimizing portfolio performance for the team

Experience in advanced quantitative techniques to solve highly complex data-intensive problems.

Excellent programming skills in Python and C++.

Assist in developing core algorithms and models leading directly to trading decisions

Working with the machine learning lab on developing into trading results.

Work closely with traders to interpret valuations and develop next-generation models and analytics.

Work on the high-level architecture of Python and C++ Models and various strategies.

Partner closely with researchers and traders, offering direction and technology support.

Minimum of 4 years hands-on development experience.

Strong practical skills with Python.

Good database design and architecture skills, preferably with MS SQL Server or PostgreSQL.

Please do not apply if you're looking for a contract or remote work.

Please ensure you meet the required experience section prior to applying.

Regular meetings with the Portfolio Management stakeholders and R&D team members

Work with the Credit Portfolio Manager and Strategist to research and develop best-in-class market analytics

3+ year of Quantitative or Investment experience

Strong Python and SQL development knowledge

Focused one-on-one meetings with your manager

Monitoring of the ETF market for new opportunities

Basic term and optional term life insurance

Pregnancy disability and parental leave

401(k) and employer-funded retirement plan

Paid vacation (from two to five weeks depending on salary grade and tenure)

Up to 11 paid holiday opportunities

data management and risk management systems.

Excellent C++ and Python skills in writing, deploying, and maintaining C++ and Python in a production environment.

Knowledge in statistics, probability, and linear algebra.

Knowledge of market data feed handlers and execution feeds is highly desirable.

Build and deploy high-performance C++ components used by trading applications.

Develop & maintain the infrastructure that accelerates & enables the systematic investment process.