Our client, a leading prop trading shop, is currently seeking a Jr. Quantitative Developer.
As a Jr. Quantitative Developer, you will:
• Build research tools and applications for processing and examining market data
• Develop and test data-centric theories aimed at understanding market liquidity patterns
• Debug, modify, and enhance in-house technologies, systems, and processes
Requirements
• Undergraduate degree (or higher) in Math. Physics, Computer Science/Engineering,
• Basic Proficiency in C++ including modern OOP for building scalable production
applications
• Proficiency in suitable data research & modeling language: Python, R, and possibly
Matlab
• Firm grasp of data structures and algorithms and knowledge of their computational
tradeoffs
• Knowledge and experience of basic options pricing theory
• Knowledge and understanding of software & data engineering principles and practice
Additional Helpful Skills
• Financial experience
• A graduate degree in a relevant technical field
• Knowledge of financial markets and trading
• Demonstrable experience working on large production C++ systems (10k+ lines of code)
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