About this role
We are seeking an experienced software developer to join a small team responsible for the development and daily operations of an event-based risk management, market data and pricing platform. The role is part of a greenfield project and will involve contributing to the overall trading system using modern, high-performance technologies.
What You'll Do
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Collaborate with software engineers, traders and quants to develop and expand the risk management and trading platform
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Create scalable services for pricing financial derivatives and handling market data
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Design efficient storage and access strategies for data and reference data across frequencies, including microstructure data
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Build high-performance components for simulation and live trading
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What We're Looking For
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Bachelor's degree or higher in CS, Engineering or other technical discipline
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2+ years of professional experience developing infrastructure for quantitative trading
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Proficiency in Python/NumPy/Pandas and Java/C++
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Experience with distributed systems and large data sets
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Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing
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Experience with SQL, NoSQL, or tick databases
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Familiarity with Unix, Git
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Familiarity with Kafka, Docker, AirFlow, Luigi
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Strong communication skills in verbal and written English
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Domain knowledge in futures & swaps is a plus
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Nice to Have
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Domain knowledge in futures & swaps is a plus
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Compensation & Benefits
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Annual base salary range: 135,000 – 180,000 USD + discretionary bonus
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Health: Blue Cross Blue Shield Medical PPO; HSA; MetLife Dental; MetLife Vision; FSA
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Insurance: Employer-paid life insurance; Optional long-term disability and AD&D
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Perks: Pre-Tax Parking and Transit; Casual work environment