The company is looking to improve the automation and robustness of its research infrastructure for equities derivatives portfolios.
Requirements
- Strong programming skills in Python
- Experience with database design and large datasets
- Experience with volatility and equity derivatives a plus
Responsibilities
- Building components for both live trading and simulation of equities derivatives portfolios
- Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Identifying deficiencies in the trading platform and deploying solutions
- Developing robust data checking and storage procedures
- Troubleshooting and resolving any systems-related issues and handling the release of code fixes and enhancements
Other
- Bachelor’s degree or higher in computer science or other STEM discipline
- Strong communication skills
- Strong motivation and excitement for the role
- Willing to take ownership of his/her work, working both independently and within a small team
- Commitment to the highest ethical standards
