Quant Developer- Python

Company: The Caldwell Group
Location: New York, New York, United States
Type: Full-time
Posted: 19.FEB.2021
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Summary

* Building high-performance components for both live trading and simulation * Refining, and increasing automation and robustness of the rese...

Description

  • Building high-performance components for both live trading and simulation
  • Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and back testing components
  • Efficient storage and access scheme for data and reference data across all frequencies, including micro structure data
  • Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
  • Achieving trading system robustness through automated reconciliation and system-wide alerts
  • Bachelor's degree or higher in Computer Science or other technical discipline
  • 5+ years professional experience developing infrastructure to support quantitative investing
  • Experience working in a Unix environment
  • Have very strong programming skills in PYTHON and production level coding experience
  • Understanding of and experience with data ingestion processes
  • Understanding of system messaging protocols
  • Ability to contribute to the strategy research and development process
  • Solid background in statistic
  • Experience with execution systems is a strong advantage
  • Understanding of portfolio construction is a plus
  • Domain knowledge in futures is a plus

- provided by Dice

 
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