I am currently working with a $30BN AUM Hedge Fund in the New York City area that is actively looking for strong Quantitative Developers to work directly with a new PM that recently joined the business looking to build out a team focusing on Long/Short Equity strategies.
They are looking for exceptional Quantitative Developers who have experience working in a systematic trading environment in the Equities space to support a trading desk or PM focusing on database management, developing analytical tools for core trading strategies, and developing backtesting tools for researchers to utilize on a daily basis. Ideally, this individual will have expert programming skills within Python and SQL, and knowledge of KDB is a plus. This is an exciting opportunity to join a new, growing PM team within a competitive and fast-paced environment at the ground level!
Key Responsibilities:
- Work alongside the PM and researchers to develop analytical, backtesting, and optimization tools to support core strategy development for Equities
- Management and maintainence of internal and external vendor databases for the researchers and PM to utilize
Key Qualifications:
- 2+ years of experience working in a systematic trading environment supporting an Equities trading desk or PM conducting analytical work and tool development focused on backtesting and optimization
- Degree in Computer Science, Engineering, Physics or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python and SQL. Experience within KDB is a plus
