What are the responsibilities and job description for the Quantitative Developer, Global Macro position at Lawson Chase?
Role :
We're supporting one of our Hedge Clients with a search for a senior programmer / developer with extensive financial industry experience to join a newly formed team focused on convertible bond and capital structure arbitrage.
Responsibilities :
Design and implement the core data infrastructure and trading systems
Develop robust data pipelines for ingesting, processing, and analyzing financial market data, including unstructured OTC data
Build scalable and efficient trading algorithms from scratch
Create tools for backtesting, risk management, and performance analysis
Collaborate closely with team members to translate trading ideas into production-ready systems
Establish best practices for software development, testing, and deployment
Requirements :
10 years of software development experience, with at least 7 years of experience in financial institutions (e.g., hedge funds, investment banks, proprietary trading firms)
Advanced degree in Computer Science, Financial Engineering, or related quantitative field preferred
Proven track record of architecting and building large-scale financial software systems from inception
Deep understanding of financial markets, particularly in corporate bonds, equity derivatives, and equities
Expert-level proficiency in Python with demonstrable projects in financial applications
Extensive experience in designing and implementing data infrastructure for financial applications
Strong background in distributed systems and high-performance computing
Familiarity with financial regulations and their impact on system design and implementation
Previous experience in launching or joining early-stage trading teams preferred
Proficiency in C , SQL, R, and Bloomberg APIs preferred
Track record of leveraging AI / ML technologies, especially LLMs, in financial applications preferred
Experience with cloud technologies and their application in financial services preferred
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