Quant Developer for mid-frequency stat arb team

ROLE Quantitative Developer who will be a founding member and lead developer of a new team trading mid-frequency statistical arbitrage strategies. The candidate should have a passion to work in a start-up environment and be comfortable with taking on a leadership role. The candidate will be working on greenfield projects, which are critical to the success of the new team. RESPONSIBILITIES Building high-performance 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 Developing an efficient storage and access scheme for data and reference data across all frequencies, including microstructure data Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g., slippage, fill-rate, and market impact reports) Achieving trading system robustness through automated reconciliation and system-wide alerts Automating processes around live trading Maintaining the system and ensuring its stability, robustness, and security Collaborating with researchers to improve research infrastructure and tools Contributing to existing libraries for Python code speedup REQUIREMENTS Bachelor’s degree or higher in Computer Science or other technical discipline 3+ years professional experience developing infrastructure to support quantitative investing Experience working in a Unix environment Very strong programming skills in Python and production level coding experience Experience with extending Python using C/C++ Understanding of and experience with data ingestion processes Willing to take ownership of his/her work, working both independently and within a small team Experience with execution systems is a strong advantage Domain knowledge in equities is a plus Commitment to the highest ethical standards #J-18808-Ljbffr