Quantitative developer who will join the research team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products.
Role/Responsibilities:
Developing re-usable and performant C libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
Integrating the analytics libraries into the wider python research infrastructure to allow trading teams across the fund to use it in their research and trading processes
Working with services to source market data to fuel real time and historical analytics
Reconciliation of calculations against benchmark sources
Requirements:
Professional software engineering experience in a collaborative environment
Bachelor’s degree or higher in computer science or other quantitative discipline
Understanding of object oriented programming, design patterns, and data structures
Experience with software delivery lifecycle and writing production-quality code
Familiarity with instrument pricing and risk software patterns
Fluency in C
Familiarity in Python
Experience in Rates and/or Credit products (e.g., bonds and swaps)
Reasonable quantitative and statistical skills
Team player with strong pride of ownership
Detail oriented and quick learner in a fast-paced environment
Commitment to the highest ethical standards
Seniority level
Associate
Employment type
Full-time
Job function
Information Technology, Engineering, and Finance
Industries
Banking, Financial Services, and Investment Management
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