What are the responsibilities and job description for the Quant Developer for mid-frequency stat arb team position at Quanta Search?
ROLE
Quantitative Developer who will be a founding member and lead developer of a new team trading mid-frequency statistical arbitrage strategies. The candidate should have a passion to work in a start-up environment and be comfortable with taking on a leadership role. The candidate will be working on greenfield projects, which are critical to the success of the new team.
RESPONSIBILITIES
- Building high-performance components for both live trading and simulation
- Refining, and increasing automation and robustness, of the research infrastructure including alpha estimation, risk modeling, and backtesting components
- Developing an efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
- Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g., slippage, fill-rate, and market impact reports)
- Achieving trading system robustness through automated reconciliation and system-wide alerts
- Automating processes around live trading
- Maintaining the system and ensuring its stability, robustness, and security
- Collaborating with researchers to improve research infrastructure and tools
- Contributing to existing libraries for Python code speedup
REQUIREMENTS
- Bachelor’s degree or higher in Computer Science or other technical discipline
- 3 years professional experience developing infrastructure to support quantitative investing
- Experience working in a Unix environment
- Very strong programming skills in Python and production level coding experience
- Experience with extending Python using C/C
- Understanding of and experience with data ingestion processes
- Willing to take ownership of his/her work, working both independently and within a small team
- Experience with execution systems is a strong advantage
- Domain knowledge in equities is a plus
- Commitment to the highest ethical standards