C++ Quantitative Developer
Australia Mid-Level
A leading market maker and proprietary trading firm. Unified ambition, meticulous risk management and a focus on advanced technology enable us to rapidly succeed in a highly competitive industry.
Responsibilities
- Implement tools for performing statistical analysis and algorithmic trading
- Curate a library of generalised techniques and processes for use in later research or trading strategy design
- Raise the standard of Python engineering performed by End Users (PMs / Researchers) by providing guidance on architecture, sharing expertise and setting coding standards
- Provide ad-hoc support to resolve production issues and lead investigations to determine what re-architecting is required to prevent recurrence
- Helping to create scalable, and modular solutions to standardize implementation and use of common methods and functionality
Hard Requirements
A minimum of 3+ years relevant industry experienceExcellent modern C++ skills for low latency applications and working experience with Python.Fluency in programming fundamentals and mathematical techniquesEnthusiasm to rapidly learn new technologies and skillsBusiness communication skills and the ability to present information clearly and conciselyEfficient and diligent with a strong attention to detail and qualityExperience in writing, deploying and maintaining python in a production environment as part of software development, including experience with review, testing, check-in, and release processesExperience working with large data setsExperience working with time seriesExperience with relevant Python libraries : sciPy, numPy, pyTorch, pandas, pickle, H5, featherKnowledge of financial markets & securities (e.g. equities, futures, fx, & options)