Description
We are seeking a Quantitative Developer to join our Central Liquidity Strategies team within Execution Services. As a Quantitative Developer, you will develop applications across a broad range of systems, primarily using q/kdb+ and Python.
Responsibilities:
- Develop applications across a broad range of systems, primarily using q/kdb+ and Python
- Implement and optimize computationally intensive quantitative models, with a particular focus on high-performance processing of large streaming datasets
- Build standalone applications and contribute to related teams' codebases
- Partner with other teams to define technical specifications and integration requirements, including APIs
- Collaborate closely with researchers and traders to deliver models and applications supporting the APAC-led execution and financing initiative
- Communicate ideas, questions, and conclusions clearly and concisely
Requirements:
- Two to ten years of experience in a development-intensive role within a financial institution
- Programming experience across both compiled and interpreted languages, along with proficiency in Unix
- Scientific education, preferably with a degree in statistics, mathematics, physics, or computer science
- Familiarity with databases and experience with q/kdb+ are highly advantageous but not required
- Experience with equity electronic trading markets, systems, and mechanics is helpful but not essential
- Excellent written and verbal communication skills and a flexible, collaborative approach to working across teams
- Strong attention to detail, thoroughness, and ownership, with the ability to work independently and thoughtfully
- Ability to learn quickly, prioritize competing demands, and respond with urgency in a fast-paced, high-pressure environment