Role/Responsibilities:

• Building components for both live trading and simulation
• Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
• Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards
• Maintaining and updating the platform, ensuring its stability, robustness, and security
• Developing robust data checking and storage procedures
• Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements

Requirements:

• Masters or PhD in mathematics, statistics, computer science, or other quantitative discipline
• 2 years of experience designing and developing research tools and live trading infrastructure at a quant hedge fund
• Experience handling connections to execution/order management systems
• Strong programming skills in Python
• Experience with kdb, database design, and large datasets
• Willing to take ownership of his/her work, working both independently and within a small team
• Commitment to the highest ethical standards