Our client is looking for a Software Engineer to join their New York team. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies. The portfolio management team, focused on systematic macro strategies is looking for a recent computer science graduate to join as a junior developer.
Key Job Responsibilities:
- Design, develop, and integrate modular system components for research, simulation, and real-time trading:
- Options pricing and Greek computation
- Signal and forecast computation
- Portfolio construction and optimization
- Order generation and handling
- Position, risk, and P&L services
- Efficient storage and access scheme for market and non-market data across all frequencies
- Compute cluster and high throughput research infrastructure
- Performance attribution and post-trade analytics
- Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
- Monitors and dashboards
- Maintaining the system and ensuring its stability, robustness, and security
Suggest Skills/Experience:
- Expertise in C++/Java and Python/Matlab is required
- Experience in developing systems is a plus
- Entrepreneurial mindset
Education:
- Undergraduate or higher degree in Computer Science
If you would like to be considered for the position of Software Engineer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
