Quantitative C++ Developer

QUANTITATIVE DEVELOPER

Boston, MA

Our client is looking for an experienced, detail-oriented Quantitative Developer to join their Financial Engineering team in Boston. The emphasis of this position is on the development and deployment of industry-leading mathematical/statistical models for real-time, pre- and post-trade transaction cost analysis, and making them available for trading applications.

The successful candidate joins a strong team that conducts trading-related development by applying principles of scientific computing, numerical optimization as well as analytical and programming skills.

We create actionable products that improve decision-making for equity, FX, and other asset classes. Investors around the world have better trading performance because of our everyday work. Our teams set the bar high and strive to provide best-in-class service to institutional investors around the world. From traders to technologists and everyone in between, we are passionate about innovating, solving problems and making an impact to the bottom line.

WE’LL TRUST YOU TO:

 Integrate our new models into our client-facing Portal platform powered by a relational time

series database framework with in-memory computation engine.

 Develop re-usable common framework components to showcase the features of our models and

analytics to internal and external clients

 Participate in firm-wide efforts of migrating existing financial analytics and models to a

KDB/q environment

 Apply advanced data processing technics to enhance expert knowledge in measuring and

analyzing realized transactions costs of our peer clients.

 Work with product managers, consulting and client services teams to understand, prioritize and

effectively execute requirements

 Automate the validation and QA of new models and their applications in the trading process

 Leverage scientific computing skills and utilize robust numerical optimization algorithms for

trading applications

 Conduct critical comparison of alternative data sources

 Lead other researchers and developers in using cutting-edge open-source data science tools

applicable to data analysis, model deployment, and data visualization.

 Effectively document the use cases, requirements and architectural specifications related to the

models and their applications

 Maintain and support the existing research tools, infrastructure and products

WHAT YOU BRING WITH YOU:

 PhD or Master’s degree in a quantitative field (e.g. computer science, operations research,

engineering, applied mathematics, physics, computational finance)

 Experience with scalable software development and deployment

 Strong programming skills in C++ and Python

 In depth knowledge of algorithms and data structures

 Ability to effectively use the Linux platform for development and data processing

 Interest in learning business applications and understanding the usage of our models/analytics in

the financial industry

 Ability to effectively communicate and collaborate with multi-office/region teams

 Familiarity with KDB/q and relational databases is preferred

YOU’RE JUST RIGHT IF YOU ARE LOOKING FOR:

 A smaller collegiate team environment

 A tech-savvy company on the cutting edge of innovation

 A great place for upward and geographic mobility

 Direct exposure to the decision makers and senior leaders on all sides of the business