New York, New York, United States

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Engineer and maintain financial modeling quantitative software systems which are used to make financial investment trades.  Utilize modern portfolio system construction techniques such as optimization, risk modeling, and market impact modeling to design, engineer, implement, and test required features for distributed high-performance automated quantitative software trading system.  Collaborate with modeling teams to conduct statistical analysis on large datasets.  Experiment with research ideas, engineer, implement, and test quantitative software modeling simulations and summarize present research results.  Maintain, support, and improve performance for current quantitative software financial investment trading system.

Requires a Master’s Degree in Computer Science, Computer Engineering, or Information Technology.

Must have knowledge of the following quantitative skills and software technologies:
  • SQL and database operations and programming APIs including Java Hibernate;
  • Programming with Java and Python;
  • Linux environment;
  • Object-oriented programming and meta-programming;
  • Convex optimization techniques;
  • Machine learning algorithms with training and evaluation process; and
  • Symbolic computation framework including Tensorflow. 
Must also pass company’s required skills assessment.