Building intelligent execution algorithms for institutional traders to minimize slippage and improve execution quality
Requirements
- Strong proficiency in Python including Pandas, NumPy, and asynchronous programming
- Familiarity with market microstructure: limit order books, slippage, order types
- Experience with Kafka, or similar event-driven streaming systems
- Experience using AWS services: EC2, S3, CLI setup, or cloud-based deployment
- Bonus: Experience with Clickhouse, FIX APIs, containerization (Docker)
Responsibilities
- Design and implement components of Smart Order Router (SOR) and scheduling systems
- Build scalable backtesting pipelines
- Work with Kafka to simulate or ingest real-time market data streams
- Deploy and test infrastructure on AWS EC2
- Collaborate with researchers to productionize trading strategies and evaluate execution quality
- Integrate with broker APIs using FIX and REST protocols
Other
- Currently pursuing or recently completed a degree in Computer Science, Applied Math, Financial Engineering, or a related field
- Part-Time (25 - 30 hours/week)
- Remote or New York, NY (In-Person Preferred)
- Blockhouse supports CPT/OPT, is e-verified, and accommodates flexible international payment arrangements
