Quant Developer / Data Scientist, Equities Trading

  • up to 180k + bonus
  • New York, NY, USA
  • Permanent, Full time
  • GMS Advisors
  • 27 Jan 17

Our client is looking for a Quantitative Developer / Analyst to join their growing team.  This person will be building Execution / Agency Algo’s for their equities trading system.

This year we have added 40 new clients and we need to grow our technology team.  We currently have multiple Software Engineer openings.  We love young, bright engineers that love to build high performance systems.  Engineers that are hungry to learn, and take their career to the next level.  Our Quantitative Manager is a battle-tested hands on manager with extensive experience in this space. 

 

Founded in 2012 and based in New York, We are a technology firm that is a trading software and execution innovator for an evolving equity market microstructure and competitive landscape. Our two business areas encompass Execution Services, an independent agency broker-dealer, and CP Technologies, developer of state-of-the-art electronic trading, routing, compliance and risk solutions. Our clients are institutional broker-dealers and proprietary trading firms. Their technology is being accessed by thousands of traders around the globe executing billions of shares. Their one button approach is the first to provide class-leading compliance, speed and performance.  We continue to innovate and stay on the leading edge of market access technology, offering the most accurate market data and fastest execution times possible.

 

They are looking for a Quantitative Developer / Analyst to join their growing team.  This person will be building Execution / Agency Algo’s for their equities trading system.

 

This is a great opportunity to join a small/growing team that has a tremendous amount of growth opportunity.  The manager has assured me that anyone working for him will learn a lot and that working for him will help propel their career.    

 

Quantitative Developer / Analyst - (50% programming 50% Analysis)

 

Position Description:

The quantitative developer position involves –

  • Performing quantitative research, analysis and development on our client’s electronic/algorithmic execution trading systems.
  • Use statistical/mathematical techniques and knowledge of US equity market structure (and microstructure) to design new trading algorithms and systems, and improve existing ones, with the goal of providing ‘best execution’ on client orders executed thru our systems.
  • The research tasks involve developing research plans, extensive data analysis (usually with large amounts of data on orders, trades and market data) and documenting outcomes as reports and white papers.
  • The development tasks require writing robust software using good design principles and follow practices like continuous integration for efficient development cycles.

 

Required Experience/Skills:

  • Bachelor or a Master’s degree in Computer Science, with an advanced degree in a quantitative field like Statistics, Financial Mathematics, Operations Research, Machine Learning, or a directly related field.
  • 2+ years of experience in software development and 1+ years in quantitative analysis (statistical analysis - regression analysis, time series analysis and/or machine learning).
  • Strong object oriented design and programming skills using Java (or similar object oriented programming language) is required, with good knowledge of using efficient data structures.
  • Experience working with data/statistical analysis software like Excel, R and Matlab, and familiarity with data visualization tools and techniques.
  • Experience researching large data sets related to trading (tick/market data, orders and trades) is a plus.
  • Knowledge of equity market micro-structure and TCA techniques is a plus.
  • Candidate should be self-motivated, and have the ability to communicate complex ideas clearly and work well in a collaborative team environment.
  • Familiarity with some or all of these technologies is required - JUnit testing, Unix environment, multi-threaded programming and NoSQL databases.

Please send resumes to cory@gmsadvisors.com / cory (at) gmsadvisors.com