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Equity Quantitative Developer

  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year + Front Office bonus
  • Job reference: 275161/002_1562180438
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 03/07/2019

Company Summary: An emerging single investor fund in NYC is looking to bring on board top equity researchers to work within the Options and Delta One team. They are responsible for the market making and arbitrage strategies of these products in C++.

The Equity Quant Dev will be responsible for:

  • Researching proprietary algorithms and trading business logic using a combination of data mining and statistical techniques.
  • Development of the group's simulation capabilities for Delta One with the goal of improving trading strategies
  • Deployment and testing of the quantitative strategies using machine learning and data science techniques
  • Design frameworks for the equity models in low-latency C++

The Equity Quant Dev should have the following qualifications:

  • 3+ years working experience in an equity algo trading platform directly supporting the traders as a quantitative developer
  • PhD or Masters in a Quantitative Field from a top tier university
  • Experience working in a low latency, large scale data platform in C++
  • Familiarity in machine learning, derivatives and financial modeling techniques

If you are interested in the Equity Quant Dev role, then please don't wait to apply and one of our consultants will reach out to discuss!

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