Lead HFT/Algo/Quantitative Developer ($20B Hedge Fund – NY)

You will have a complete understanding in developing a quantitative trading business. 


About Our Client:

World’s premier investment firms; Uses systematic driven trading across multiple liquid asset classes (i.e., equities, futures and FX, and ETFs); rigorous research into market anomalies using publicly available data.


Role/Responsibilities:

Work with PM Manager to learn dev effort:

  • Building high-performance/low-latency components for live trading and simulation
  • Create a platform for strategy component, data inputs and outputs the signals for execution
  • Improve infrastructure (i.e. alpha estimation, risk and backtesting modeling with data recording,  cleaning and storage mechanism
  • Create  booking, position keeping and reconciliation methods
  • Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
  • Fix problems
  • Maintaining production and research systems, software, stability, security and monitor execution
  • Participating in the execution monitoring 
  • Improve performance analytics (i.e., signal performance and post-trade analytics  including slippage, fill-rate, and market impact)
  • Trading system integrity through engineered reconciliation and alerts

Requirements:

  • Low latency trading expert with  C++ and R/SQL. 
  • Five  years + HFT engineering experience
  • Problem-solving expert
  • Passionate about end trading systems and markets; ownership of work working independently and with a team
  • Expert with performance tradeoffs for common hardware and technology decisions.


Built trading system from scratch (i.e., expert in market data, order passing, OMS and EMS components of a trading system and work on a market connectivity project.


Base low 200’s and total compensation depending on performance 400k+.