About the Firm:
A rapidly growing prime brokerage bridging the gap between conventional and non-conventional assets is seeking a software engineer with a quantitative development background to join their tech team and be at the forefront of designing and implementing state-of-the-art, massively scalable systems for financial events and risk management.
About the Role:
As a developer, you will use cutting-edge technology and quantitative analytical methods to create strategic investment choices that influence their portfolio's future.
Using modern software engineering best practices, you will enhance system performance and scalability, play a pivotal role in maintaining a high-quality, and develop and update internal models to achieve accurate and efficient event stream processing.
Candidate Requirements:
- M.S. or Ph.D. Degree in Computer Science, Mathematics, or related fields Computer Science (or related) degree
- 5+ years of experience in quantitative software development
- Strong background in building large-scale systems, preferably in areas such as exchange matching engines, real-time trading systems, or order management systems
- Proficiency in Python development
