Software Engineer Or Quantitative Developer Jobs

Good time management skills and critical thinking.

BS degree in computer science, software engineering, or related work experience.

1+ years of experience in software development.

A Team player with excellent verbal and written communication skills.

Experience in cross-platform development (Windows and Linux).

Experience in any of the following fields is a plus:

Interface with other engineers to gather requirements and design technical solutions to the everyday frictions they face.

Familiarize yourself with the Developer Experience mission and purview.

Build knowledge around our testing, local development, and CI/CD practices.

Contribute to, ship and review DevEx features/bug fixes for related offerings.

Minimum 5 years experience as a software engineer in a professional working environment

Experience with containerization technologies (e.g., Docker, Kubernetes)

Understand product requirements and create solutions involving investigation, design, programming and testing

Advanced Golang ("Go") coding experience with web services and other long running multi-threaded services (channels and sync)

Experience with Agile development concepts

Development experience with AWS cloud services (ECS, SQS, EFS a plus)

Experience with Docker, Git, MongoDB/SQL/Redis a plus

Experience with Lucene or other search libraries nice to have

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

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.

Math Skills relevant to capital markets & finance

BS in Math, Computer Science, Physics, Statistics, Actuarial Science, or Quant Finance

Programming Skills in python and C++

Dev Ops Skills in scaling, security, and deployment/CI

You will support highly-skilled end-users of the models you build, and you will interact with them face-to-face when necessary.

relevant to capital markets & finance

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

2+ years of software engineering experience, preferably in fields such as Computer Science, Mathematics, Software Engineering, Physics

Strong coding skills with demonstrated proficiency in programming languages, such as Java, C++, Python, JavaScript/TypeScript, or similar languages

Great problem solving skills with ability to dive into and navigate existing complex systems

Strong written and verbal communication skills

Define and build standard practices for how services are operated and observed throughout their deployment

Build libraries and tooling for defining service APIs and the RPC interactions between microservices; like the conjure ecosystem

Bring product capabilities to life by translating concepts and ideas to software features

Hands-on working experience with AWS technologies (S3, EC2, Redshift, Spectrum).

Hands-on working experience retrieving data using complex SQL queries and building ETL logic and data pipelines

Data engineering, analysis and reporting experience using analytics, visualization, and database technologies (AWS stack, Alteryx, Anaplan, Tableau)

Experience building and maintaining Anaplan, Databricks, ETL Tools

Experience working in Agile teams & DevOps frameworks (Jenkins, JIRA, GitHub) and implementing CI/CD pipelines

Experience with the exploitation and analysis of OPIR, E/O, SAR, Spectral, RF, or other remotely sensed data

At least one year experience using Linux operating systems

Previous experience with Rocky Linux 8+

Develop software which meets SciTec and customer standards for maintainability, testability, security, and documentation.

A Bachelor's degree in the physical sciences, mathematics, engineering, or computer science.

Demonstrated fluency in the following languages: C++

Lead or manage junior quantitative developers and mentor/develop skills among junior quant developers

Experience in developing finance related software with an emphasis on (numerical) algorithms (e.g. pricing or calibration)

Good knowledge of C++ with strong working knowledge in STL and 4 + years of experience

Possession of good analytical, mathematical, and problem solving skills, with good quantitative skills being a plus

Basic knowledge of Java and/or C#

Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse)

Exceptional quantitative and analytical skills

Bachelor’s, Master’s or PhD degree in Computer Science, Mathematics, Statistics, or equivalent experience

Strong written and verbal communications skills

Design, develop, test, and deploy elegant software solutions for automated trading systems

Partner with the Quantitative Research team to define priorities and deliver custom software solution

A deep passion for technology, software development, and mathematics

Design, develop, implement, and test software for trading and risk management.

A degree in Applied Math, Physics, Quantitative Finance, or fields such as Computer/Information Science.

A minimum of 10 years’ experience building software for equity derivatives desirable.

Experience with Python and Excel DNA a plus.

Enhance and extend functionality of existing quantitative models and software.

A suitable understanding of the math behind equity derivative modeling and implementation.

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

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

1+ year of Quantitative or Investment experience

Strong Python and SQL development knowledge

Experience at an investment firm in a market setting

Working knowledge of statistical models and predictive analytics

5+ years of programming experience with

Development experience defining, developing and maintaining REST-based interfaces.

Development experience implementing integrations with third-party REST services.

Experience authoring unit and integration tests as part of the development process.

Experience working with Git or similar version control systems.

Responsibilities for Backend and Integrations Developer

3 or more years of experience in full-stack development and designing loosely coupled API based systems

3 or more years of experience designing and delivering Transactional, Warehouse, Analytical and Reporting Data Platforms leveraging modern cloud data technologies

1 or more years of experience with Spark, SQL, data modeling, Java, and Spring Boot

1 or more years of proven experience in an Agile/Scrum team environment

1 or more years of proven experience leveraging DevSecOps and lean development principles such as Continuous Integration and Continuous Delivery

1 or more years of experience in cloud development with the AWS platform

Strong understanding of currency, equity, and interest rate derivatives and their use in asset liability management

Develop new tools, analytics, and capabilities

4+ years of relevant work experience, or advanced/graduate degree with strong internships

Advanced degree preferably in Math, Statistics, Computer Science, Quantitative Finance, or Engineering

Experience in a trading desk operations setting in Investment Department

Focused one-on-one meetings with your manager

Improve capabilities for trading and risk management of derivative products

Will consider remote or hybrid candidates

Advanced degree in STEM (candidates with bachelor’s degree will be considered depending on experience)

5+ years of related experience (preferably in a production quant or quant developer setting)

Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred)

Experience with non-exotic interest rate derivatives and/or interest rate curve building is desired