Espace Recruteurs

Quantitative Developer

Selby Jennings
Manhattan, États-Unis
Mise en ligne il y a 5 jours Hybride CDI Negotiable
A premier hedge fund is currently hiring for Quantitative Developer's in their New York and Boston offices. The role would entail developing and supporting processes for automated trading strategies in both equity statistical arbitrage and volatility arbitrage.

Job Responsibilities:
* Develop and implement quantitative infrastructure for alpha generation, portfolio construction, and algorithmic trading
* Monitor and support daily alpha construction and trading
* Create and monitor data pipelines using a Directed Acyclic Graph based scheduler in Python
* Oversee automated equity and option trading strategies in Python, JAVA, and R
* Able to provide a high-level technical and investment support
* Design reporting and analysis tools for strategy risk, trade cost and execution using data from a prop columnar database
* Work with senior traders and researchers to generate and implement new strategies and alphas

Preferred Qualifications:
* 1 - 5 years' experience at a competitive desk or on a team
* Familiar with machine learning/deep learning/statistical packages
o Scikit-learn, TensorFlow, PyTorch, ect.
* Experience in Linux/UNIX/BSD environments
* Proficiency in Python and SQL
* Experience using databases with query languages
* Experience in using DevOps Software
o Jira, Github, Jenkins, ect.
* Bachelors or advanced degree in CS, engineering, stats, or other computational or quantitative area

job_description_image
Référence  PR/345308
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