Quant Developer - High Performance Software Engineering

March 20

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Squarepoint Capital

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Squarepoint Capital is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients$1. .$1

1001 - 5000

Description

• Help research and implement strategies & signals logics, backtesting and simulation, libraries, and processing frameworks. • Develop tooling to analyze large data sets using advanced statistical methods to identify trading opportunities and to monitor impact of changes over time. • Develop detailed understanding of the principals of markets operation and structure to effectively utilize domain knowledge in software design and development. As a member of collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects. Collaborate with technology teams providing strategy & signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience.

Requirements

• Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD) • Experience working on a global team • Python, Q/kdb+ • Testing methodologies (unit tests, regression tests) • Dev workflow – SVN, GIT, JIRA, Code Reviews, etc • Grid & cluster tools (especially SLURM)

Benefits

• Degree in Engineering, Computer Science or related subject; Masters or higher a plus • 3+ years strong programming experience under Linux, at least 1 year in C++ • 2+ years experience working on high performance mission critical systems • A team player with good communication skills and a preference for compromise • Ability to balance tactical work with pursuing long-term strategic objectives • 2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading • Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to: convert abstract requirements into concrete trading implementations and algorithms troubleshoot trading algorithm and systems issues across large complex distributed system • Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc)Experience developing market simulators a strong plus • Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus • Basic statistics; advanced quantitative skills a plus, but not required • GUI programming experience a plus • Must be able to work well under pressure and tight deadlines • Effective and professional communicator