Overview
We are searching for a Quantitative Developer to join our Central Liquidity Strategies team. This role requires intensive development across a range of languages and systems with a particular focus on implementation of new high performance quant models. The role will be at the forefront of a new APAC-led initiative spanning both execution and financing space.
Responsibilities
Developing across a wide breadth of applications; primary languages q/kdb+, Python
Design and optimization of computationally intensive quantitative models with a particular focus on large streaming data
Developing stand-alone applications, working with related teams’ codebases, as well as collaboration with other teams for design specification, e.g. required APIs
Communicate all ideas, questions, and conclusions concisely and effectively
Collaborate closely with researchers and traders
Required Skills/Experience
2-10 years of experience in related financial institutions in a development-intensive role
Programming experience across both compiled and interpreted languages
Scientific education, preferably degree(s) in statistics, mathematics, physics, or computer science
Unix proficiency essential
Familiarity with databases and experience with q/kdb+ extremely helpful but not required
Experience with equity electronic trading (markets, systems, mechanics) helpful, but not necessary
First-rate communication skills, written and verbal
Detail oriented; demonstrates thoroughness and strong ownership of work
Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
Ability to work independently and thoughtfully
Flexible teammate, with a willingness to interact and collaborate with other teams
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or continue with email
We are searching for a Quantitative Developer to join our Central Liquidity Strategies team. This role requires intensive development across a range of languages and systems with a particular focus on implementation of new high performance quant models. The role will be at the forefront of a new APAC-led initiative spanning both execution and financing space.
Responsibilities
Developing across a wide breadth of applications; primary languages q/kdb+, Python
Design and optimization of computationally intensive quantitative models with a particular focus on large streaming data
Developing stand-alone applications, working with related teams’ codebases, as well as collaboration with other teams for design specification, e.g. required APIs
Communicate all ideas, questions, and conclusions concisely and effectively
Collaborate closely with researchers and traders
Required Skills/Experience
2-10 years of experience in related financial institutions in a development-intensive role
Programming experience across both compiled and interpreted languages
Scientific education, preferably degree(s) in statistics, mathematics, physics, or computer science
Unix proficiency essential
Familiarity with databases and experience with q/kdb+ extremely helpful but not required
Experience with equity electronic trading (markets, systems, mechanics) helpful, but not necessary
First-rate communication skills, written and verbal
Detail oriented; demonstrates thoroughness and strong ownership of work
Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
Ability to work independently and thoughtfully
Flexible teammate, with a willingness to interact and collaborate with other teams
#J-18808-Ljbffr
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