|Job Title:||Software Engineer (Model Testing)|
|Salary:||$100,000-150,000 + Benefits + Bonus|
|Contact Name:||Steven Dilamani|
|Job Published:||about 3 years ago|
Our client, a stable and rapidly growing Quantitative Hedge Fund is seeking a Software Engineer to implement and maintain various quality tests and production systems on their quantitative trading models.
- Work with Trading/Research departments in designing and formulating the model validation rules and production procedures
- Implement the rules and procedures in an object-oriented framework, via Perl, Python or C++
- Provide level 2 support of issues regarding model tests and production
- Collect and analyze statistics on trading models and devise approach to improve the test/production procedures
- Produce reports on models regarding their status in the validation or production process
- Design and implement user interface (web based) to interact with Trading/Research departments on model submission and validation
- 0-3 years of development experience in any object oriented programming language (C++ preferred, but not required)
- Be Interested in applying technology to real situation, comfortable working in fast paced working environment, detail oriented and capable performing task under time pressure-
- Possess effective problem solving both independently or as a member of a team
- Have good communication skills: must be fluent in English, spoken and written
- Possess a background in Computer Science, Engineering, Math, Physics, with minimum Master’s degree. Proof of a good academic record (such as GPA or other relevant test scores)
- Have experience working under Linux environment, familiar with Vi or Emacs for editing files under the command line
- Familiar with common algorithms and data structures (binary tree, sorting, etc), Object Oriented programming and design patterns.
- Familiar with compilers, debuggers under Linux (gcc, g++, gdb).
- Familiar with scripting languages, such as Perl, Python, and shell scripting
- Possess knowledge of basic statistics/probability, familiar with concepts such as correlation, standard deviation and how to calculate
- Interface with database (such as MySQL)
- Familiar with web site development (Apache, CSS, HTML, ModPerl/Mason)
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