Quant Developer - Commodities - NYC
2101 Cedar Springs Road # 3650 New York, NY 10012
Our Client is looking for a software developer to work directly with a statistical arbitrage portfolio manager in New York on a full-time basis.
A very flat organizational structure allows for the opportunity to migrate across teams and broaden your business knowledge and technology experience.
The role will involve both research (helping to develop new signals) and production (maintaining and improving existing signals, portfolio optimization and execution) for a Commodities portfolio.
The relative proportion of production versus research work varies over time, depending on business needs as well as the aptitudes and interests of the people involved. Typical variation would be in the range of 25/75 to 75/25. Key success factors are intellectual agility, keen attention to detail and interest in learning new technologies and statistical techniques.
- 2-4 years of professional experience in Python including NumPy and Pandas.
- 2-4 years of industry experience preferred
- Familiarity with PySpark, TensorFlow and reading knowledge of R are preferred but not essential
- Work directly with portfolio manager in New York on problems in research, analysis, trading, and risk management
- Work with a wide variety of market, economic and “ alternative” data in various formats and storage systems
- Be familiar and comfortable using distributed source code management systems, work/bug tracking systems, and automated build/testing technology
- Work effectively as part of the technology organization, communicating with the rest of the Strats team as well as the other Dev and IT teams and leveraging shared technology and infrastructure
Our Client is an alternative investment firm currently managing approximately $10.72 billion in assets. The firm was founded in 1991 and employs approximately 240 individuals in Dallas, New York, London, and Charlottesville. Among the top-rated and longest-tenured hedge funds in the world, they have a refreshingly transparent and team-focused culture, low turnover, and a fun work environment