Quantitative Developer for Delta One Group - HRB : Job Details

Quantitative Developer for Delta One Group

HRB

Job Location : New York,NY, USA

Posted on : 2025-02-24T04:17:53Z

Job Description :

Our client, a prosperous hedge fund, is currently seeking a Quantitative Developer for the firm's Delta One group. The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world.The ideal candidate should be well-rounded, highly driven, and excited to develop creative solutions to challenging real-world trading and data science problems. Candidates should exhibit genuine interest in cutting edge developments in computer science, trading, and data science.Responsibilities:

  • Developing the group's simulation capabilities.
  • Testing and deploying quantitative strategies and strategy improvements.
  • Building data tools and applications.
    • Requirements:
  • Bachelor's degree or higher, preferably in Computer Science, Engineering, or Mathematics plus a minimum of 2 years of relevant experience.
  • Excellent quantitative, problem-solving, and analytical skills.
  • Strong C++ and expert level Python skills.
  • Motivated, competitive, and eager to learn.
  • Familiarity with machine learning libraries and techniques.
  • Ability to manage multiple competing priorities and thrive in a fast-paced and challenging environment.
  • Strong communication and organization skills.
  • Excellent attention to detail, accuracy, and a thorough understanding of full life-cycle development and performance optimization/latency reduction methodologies.
    • Additional Helpful Skills:
  • Team-based quantitative/automated trading experience.
  • Knowledge of complex financial products and derivatives.
  • Experience working with large-scale, low-latency C++ trading systems.
  • Previous experience working with large scale data platforms.
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