Quant Developer- Python

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

• 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