Quantitative Developer - Harrington Starr : Job Details

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Senior Recruitment Consultant at Harrington Starr. I specialize in mid-senior quantitative roles within hedge funds, proprietary trading firms and…

Quantitative Developer, NYC Hedge Fund

We're partnering with a growing New York based hedge fund, looking to hire quantitative developers into their growing team. As a quantitative developer, you will be responsible for developing and maintaining the firm's software applications. This role will involve working on cutting-edge financial applications and services, ensuring robust performance and seamless user experience. You will work closely with portfolio managers, operations and other stakeholders to deliver high-quality software solutions.

Responsibilities:

• Develop, test, and maintain high-quality software applications using Python and AWS stack.
• Work with portfolio managers to build trading systems and tools.
• Manipulate and analyze data to support various business needs.
• Ensure code quality and maintainability by following best practices and coding standards.
• Build databases to manage and store data efficiently.
• Stay up to date with the latest industry trends and technologies to continuously enhance skills and knowledge.

Requirements:

• A bachelor's degree in computer science or a quantitative field
• Understanding of software engineering principles, design patterns, and algorithms
• Experience with continuous integration and continuous deployment (CI/CD) pipelines
• Rudimentary knowledge of financial markets preferred
• Proficiency in Python, AWS, and at least one compiled language (C++, C#/.NET, Java, Rust, etc.)
• Experience analyzing and manipulating data using python
• Knowledge of threading and multiprocessing
• Experience working with databases, preferably including NoSQL databases

If you're interested, please apply directly or reach out to me at [email protected] to organize a call.

Seniority Level

Mid-Senior level

Employment Type

Full-time

Job Function

Finance

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