Quantitative Developer, Volatility - Market Making
Squarepoint Capital - New York, New York, us, 10261
Work at Squarepoint Capital
Overview
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Overview
Duties: On behalf of an investment management firm, pursuant to senior-level supervision and instruction develop, create, and modify financial computer applications and software to support a team focusing on trading various asset classes including volatility and foreign exchange. Analyze user needs and develop software engineering solutions to support the team. Develop sophisticated computer applications used to collect large pre- and post-trade datasets and build tools to monitor processes and check data quality. Improve existing research and trading software frameworks using advanced development tools including C++, KDB/Q, VBA, and Python and leverage experience with algorithm and system design. Store, retrieve, and manipulate data for analysis of system capabilities and requirements to build applications to deal with high-dimensional datasets. Develop applications to better isolate signals from noisy financial datasets using experience in signal processing and control of stochastic systems.
Requirements: Must have a minimum of a Bachelor's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study and 2 years of experience as a Quantitative Developer, Software Developer or related position designing, developing, analyzing and optimizing exchange connectivity and market data protocol implementation. Must have at least two (2) years of employment experience with each of the following required skills: Developing and optimizing trading strategies using Java; Finding high-volume data processing solutions for the daily analysis of company trading activities across asset classes; Augmenting, improving and re-designing software systems that support and monitor trading activity in real-time using Java, Python and Bash scripts; Automating and improving trading infrastructure; Operating and writing scripts in UNIX/Linux environment; and Analyzing the market to execute data to find patters to develop new trading strategies and risk management tools.
Salary / Rate Minimum/yr: $200,000
Salary / Rate Maximum/yr: $250,000
40 hrs/wk.. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer