Quant Developer for mid-frequency stat arb team - Quanta Search : Job Details

ROLE Quantitative Developer who will be a founding member and lead developer of a new team trading mid-frequency statistical arbitrage strategies. The candidate should have a passion to work in a start-up environment and be comfortable with taking on a leadership role. The candidate will be working on greenfield projects, which are critical to the success of the new team. RESPONSIBILITIES

• Building high-performance components for both live trading and simulation
• Refining, and increasing automation and robustness, of the research infrastructure including alpha estimation, risk modeling, and backtesting components
• Developing an efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
• Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g., slippage, fill-rate, and market impact reports)
• Achieving trading system robustness through automated reconciliation and system-wide alerts
• Automating processes around live trading
• Maintaining the system and ensuring its stability, robustness, and security
• Collaborating with researchers to improve research infrastructure and tools
• Contributing to existing libraries for Python code speedup

REQUIREMENTS

• Bachelor's degree or higher in Computer Science or other technical discipline
• 3+ years professional experience developing infrastructure to support quantitative investing
• Experience working in a Unix environment
• Very strong programming skills in Python and production level coding experience
• Experience with extending Python using C/C++
• Understanding of and experience with data ingestion processes
• Willing to take ownership of his/her work, working both independently and within a small team
• Experience with execution systems is a strong advantage
• Domain knowledge in equities is a plus
• Commitment to the highest ethical standards

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