Senior Software Engineer and Quantitative Research Analyst

Senior Software Engineer and Quantitative Research Analyst

JOB DESCRIPTION

A senior C++ development and  project management position in our client’s Research Department represents an excellent opportunity for an individual to gain both knowledge of financial market trading systems as well as to contribute to innovations to the real-time trading system in collaboration with the 6 person research team.

• Design, development and maintenance of enhancements to a sophisticated financial empirical research environment including code in C++, Gauss, Matlab, and SQL.
• Design, development and maintenance of enhancements to large-scale object-oriented real-time trading system in C++.
• Develop processes to automate management of macro-economic and financial market data using C++, shell scripting, SQL, etc. and to research and create new data series required for new models.
• Review, modify as needed, and document code maintenance, code modification, and data update procedures throughout the research and trading platforms.

 Requirements

• 5+ years experience coding in a development environment producing commercial software releases with at least 2 years experience as a project management lead role in that environment.
• 5+ years industry experience developing multilayer object-oriented frameworks in C++ in Unix environment with experience as technical lead.
• Experience in a financial company a plus, not required.
• Solid understanding of modular object-oriented design, design patterns, data structures.
• Ph.D, in Physics or similar
• Excellent communication skills.
• Experience using scripting and parsing tools (ksh, perl, sed/awk).
• Experience with Matlab and/or Gauss programming language highly desirable; Experience with other statistics or modeling languages also desirable (e.g. Python).

Keywords: Medium-Frequency Trading, Futures, FX, Equities, Team, Hedge Fund, Doctorate, Economics, quantitative fundamental, Physics, software engineer, algorithmic trading

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies

We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.

Applying: Quant-Jobs@globalquantrecruitment.com

Search Consultant: Jon Bursey –please mention job title
Contact Telephone Number: +44 (0) 203 207 9627
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com