Quantitative Developer - High Performance Computing (Python)
About The Position
In the context of our high-frequency trading business, researchers are constantly crunching large datasets in order to decode the inner workings of the market and improve trading models. We're looking for a candidate capable of building, supporting, and extending the functionality of Python-based research tools critical to the success of the business. Candidates should be proficient in manipulating large amounts of data with open-source Python packages (Polars/Pyarrow/Numba) and be familiar with at least one compiled language (Rust/C++/C). Prior experience utilizing distributed computing frameworks (e.g. Slurm/Dask/Spark) is also helpful. The candidate is expected to actively collaborate with other developers and researchers to add or enhance requested features and improve performance.
Requirements
- Technical background with a strong CS component (Math, Physics, Engineering, CS)
- Proficient in Python plus at least one compiled programming language (Rust, C++, C)
- Ability to write optimized compiled modules to be used through Python
- Familiarity with manipulating big data
- Interest in learning about options and/or algorithmic trading
Nice To Haves
- Prior experience utilizing distributed computing frameworks (e.g. Slurm/Dask/Spark)
Benefits
- This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation.
- This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions.
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What This Job Offers
Job Type
Full-time
Education Level
No Education Listed
