Quantitative Developer - Central Liquidity Strategies
Core
Develop high-performance applications and optimize quantitative models for processing large streaming datasets in equity electronic trading markets.
Role type
Quantitative Developer (High-Frequency Trading / Execution)
Builds
Standalone applications and optimized quantitative models for order flow analysis, routing, and internalization
Domain
Financial Services / Quantitative Trading / Equity Markets
Deliverable
production ML models
Required skills
Python, q/kdb+, compiled languages, Unix, large streaming data processing, API integration
Preferred skills
Equity electronic trading markets knowledge, database experience, statistics/mathematics/physics background
Technologies
q, kdb+, Python, Unix
Responsibilities
Implement and optimize computationally intensive quantitative models; Develop applications across a broad range of systems; Partner with teams to define technical specifications and integration requirements
Seniority
Mid-Senior, hands-on IC
