Location: all cities,NY, USA
Role/Responsibilities:
* Building 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
* Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards
* Maintaining and updating the platform, ensuring its stability, robustness, and security
* Developing robust data checking and storage procedures
* Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
Requirements:
* Masters or PhD in mathematics, statistics, computer science, or other quantitative discipline
* 2+ years of experience designing and developing research tools and live trading infrastructure at a quant hedge fund
* Experience handling connections to execution/order management systems
* Strong programming skills in Python
* Experience with kdb, database design, and large datasets
* Willing to take ownership of his/her work, working both independently and within a small team
* Commitment to the highest ethical standards