Quantitative Python Developer (QD) - Leading Systematic Hedge Fund (PW) - MRINetwork Jobs

FIRM

We are one of the world’s premier investment firms.

• systematic, computer-driven trading strategies
• multiple liquid asset classes, including equities, futures, and foreign exchange
• research market anomalies
• unparalleled access to publicly available data sources.

TEAM

We are a start-up trading team, an elite team specialized in trading medium-frequency statistical arbitrage strategies. The team is led by industry veterans from leading firms. We emphasize a collaborative culture that embraces cutting edge technologies.

ROLE

Experienced quantitative software developer

Join a fast-growing team and contribute to new initiatives

Passion for technology and optimization in research and trading

Gain full-stack exposure and expertise in all aspects of quantitative research and trading

Play essential role for the team’s expansion

Responsibilities

• Research infrastructure
• Data pipelines for large-scale data processing
• Work with infrastructure team to improve compute capabilities

Requirements

• Undergraduate degree or higher in computer science or other related discipline
• 3+ years of professional software development experience, L4/L5 equivalent level at tech firms
• Strong interest in learning new technology
• Strong interest in financial field
• Strong analytical and quantitative skills
• Python proficiency with either C++ or Java experience
• Linux
• SQL, NoSQL, or HDF5
• Distributed systems experience (Kubernetes, Spark) is a plus