PDT Partners
PDT, which stands for Process Driven Trading, was founded by Peter Muller in 1993 as a proprietary trading group within Morgan Stanley$1. .$1
investment management • technology • software development • quantitative modeling • global investment and technology development
51 - 200
Research Infrastructure Engineer
March 16
🏢 In-office - Manhattan
PDT Partners
PDT, which stands for Process Driven Trading, was founded by Peter Muller in 1993 as a proprietary trading group within Morgan Stanley$1. .$1
investment management • technology • software development • quantitative modeling • global investment and technology development
51 - 200
Description
• Maintain, develop, and re-imagine extensive internal research stack that continues to be a differentiating factor for PDT business, including container, distributed algorithm, grid-abstraction, and calculation frameworks used by researcher and production teams. • Allow the scale, algorithmic complexity, and performance of our HPC grid to be accessible to a diverse set of research users and use cases. • Partner with our research team to understand future research directions, and build the next generation of technologies for alpha, signal, and portfolio construction. • Competence with linear algebra, calculus, numerical analysis, and wide range of model estimation techniques a big plus.
Requirements
• Exceptional programming skills • Passion for infrastructure development • Masters (or equivalent experience) in computer science, statistics, mathematics, or a related field • Experience with Machine Learning systems • Experience with C++ • Experience with the Python scientific stack
Benefits
• Fantastic growth potential
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