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Sr. Software Engineer (Model Testing)

Job Title: Sr. Software Engineer (Model Testing)
Contract Type: Permanent
Location: Old Greenwich,United States
Industry:
Salary: $125,000-150,000+
REF: 30000697
Contact Name: Steven Dilamani
Contact Email: steven.dilamani@palmmason.com
Job Published: over 1 year ago

job description

Our client, a stable and rapidly growing Quantitative Hedge Fund is seeking a Senior Software Engineer (in Old Greenwich, CT or New York, NY or Austin, TX) to implement and maintain various quality tests and production systems on their quantitative trading models.

Job Responsibilities:
- 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

Job Qualifications:

- 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)