I am currently working with a small, collaborative PM team in Charleston, SC area at a $25BN AUM Hedge Fund that is actively looking for a Quantitative Developer to assist the group in architecting and developing their trading and research platforms focusing on trading in the systematic equities space.
They are looking for an experienced Quantitative Developer to assist in building and maintaining data pipelines, machine-learning frameworks, TCA frameworks, and cutting-edge trading and analytical tools to be utilized by the team. Ideally, this individual will also have exposure to working within a systematic trading environment leveraging strong technical skills across Python, R, and KDB. This is a fantastic opportunity to work within a technical, small, and focused PM group in a fast-paced environment!
Key Responsibilities:
- Work alongside the PM, researchers, and other developers to design, maintain, and code the research and trading infrastructure for the group, as well as developing analytical and trading tools
- Develop and further build upon TCA and ML frameworks for the group to be able to utilize
- Collaborate with the team in on-boarding new data and building out ETL pipelines, as well as staying up-to-date on cutting-edge technical tools and quantitative libraries that the group can utilize
Key Qualifications:
- 3+ years of experience coding within Python/R ideally within a systematic trading environment. Knowledge and proficiency with KDB is a plus!
- Bachelor's or advanced degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Familiarity working within a Linux environment building out quantitative tools and ML frameworks for research. Familiarity with Airflow and automation frameworks is a plus!
