We are seeking a Senior Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

Responsibilities:

• Architect and build scalable web services and distributed systems for applications and front office users (FastAPI, ECS)
• Build front end tools web dashboards (Flask, Django) for market monitoring, trade screening and risk management.
• Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
• Build and maintain quant libraries in Python.
• Promote best coding practices within the firm

Requirements

• Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering)
• 10+ years of relevant experience in hedge Funds, investment banks or financial services domain
• Excellent quantitative reasoning and software design
• Strong Python skills
• Demonstrated experience with high-efficiency programming and multi-threading
• Clear grasp of SQL and relational database fundamentals
• Ability to multitask and produce high-quality code
• Strong verbal and written communication skills
• Operates with the highest degree of ethics and integrity

 Nice to have:

• Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
• AWS practitioner experience
• Experience in another object-oriented language such as C#, Java or C++
• Front end design experience