What are the responsibilities and job description for the Quantitative Developer for Delta One Group position at Quanta Search?
Our client, a prosperous hedge fund, is currently seeking a Quantitative Developer for the firm’s Delta One group. The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world.
The ideal candidate should be well-rounded, highly driven, and excited to develop creative
solutions to challenging real-world trading and data science problems. Candidates should
exhibit genuine interest in cutting edge developments in computer science, trading, and data
science.
Responsibilities for this role include developing the group’s simulation capabilities, testing and
deploying quantitative strategies and strategy improvements, and building data tools and
applications
Requirements
Bachelors degree or higher, preferably in Computer Science, Engineering or
Mathematics plus a minimum of 2 years of relevant experience.
Excellent quantitative, problem solving and analytical skills
Strong C and expert level Python skills
Motivated, competitive, and eager to learn
Familiarity with machine learning libraries and techniques
Ability to manage multiple competing priorities and thrive in a fast-paced and challenging
environment
Strong communication and organization skills
Excellent attention to detail, accuracy and a thorough understanding of full life-cycle
development and performance optimization/latency reduction methodologies.
Additional Helpful Skills
Team-based quantitative/automated trading experience
Knowledge of complex financial products and derivatives
Experience working with large-scale, low-latency C trading systems
Previous experience working with large scale data-platforms
The ideal candidate should be well-rounded, highly driven, and excited to develop creative
solutions to challenging real-world trading and data science problems. Candidates should
exhibit genuine interest in cutting edge developments in computer science, trading, and data
science.
Responsibilities for this role include developing the group’s simulation capabilities, testing and
deploying quantitative strategies and strategy improvements, and building data tools and
applications
Requirements
Bachelors degree or higher, preferably in Computer Science, Engineering or
Mathematics plus a minimum of 2 years of relevant experience.
Excellent quantitative, problem solving and analytical skills
Strong C and expert level Python skills
Motivated, competitive, and eager to learn
Familiarity with machine learning libraries and techniques
Ability to manage multiple competing priorities and thrive in a fast-paced and challenging
environment
Strong communication and organization skills
Excellent attention to detail, accuracy and a thorough understanding of full life-cycle
development and performance optimization/latency reduction methodologies.
Additional Helpful Skills
Team-based quantitative/automated trading experience
Knowledge of complex financial products and derivatives
Experience working with large-scale, low-latency C trading systems
Previous experience working with large scale data-platforms