Quant Developer - Python / Futures / Hedge Fund

We are seeking a Quant Developer to work for a top tier hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. Working within a systematic global macro team based in New York with a focus on applying cutting edge statistical and machine learning techniques to short-term strategies in futures, swaps, and FX markets.

Preferred Location: New York

Principal Responsibilities

Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools for systematic trading

Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team

Manage SDLC, including unit testing and CI/CD infrastructure

Author, schedule, and monitor workflow for the team Preferred Technical Skills

Expert in Python

Demonstrated knowledge of distributed computing technologies (including Kubernetes) and event based architectures

Broad understanding of fixed income, swaps, futures, and FX

Bachelor, Master's, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics or related STEM field from top ranked University

Excellent communication, analytical and quantitative skills Preferred Experience

Experience with trading platform development, including work with high frequency databases (e.g. KDB)

2-5 years of experience in finance or technology

3+ years of experience with Python programming Highly Valued Relevant Experience

Exposure to a systematic trading environment or sell-side equivalent experience

Experience with user interfaces, including CSS frameworks such as Bootstrap or Materialize, as well as visualization frameworks such as D3.js

Knowledge of machine learning and statistical techniques and related libraries

Team player, with a strong desire to participate and help others

Strong critical thinking skills and creativity in developing new ideas