Goliath is partnered with a Systematic Quantitative Trading firm that's opening up a brand new office in NYC. as scaled worldwide from 16 to 120 people in the last 3 years. Predominately made up of Jump, HRT and Tudor professionals - they are targeting a skilled Quant Developer to join their team. HYBRID - 3 Days On Site in NYC.
Something the firm do very well in, is training others and they have stayed at the forefront of mathematics and technology for a number of years whilst tripling in revenue the past year.
Firm is happy to wait around a non-compete (up to 24 months).
Role
- Design & implement implement new alphas for trading strategies.
- Enhance firms portfolio of automated electronic trading strategies within the platform.
- Develop in C/C++ or Python working with low latency software engineering in building trading/ hedging engines.
Essential skills
- BS in Comp Sci/ Mathematics/ Physics or similarly related field.
- Proficiency with C/C++ or Python in a software or research capacity.
- Market data & simulation expertise.
- Trading algorithm development.
- Exposure to collaborating with research and development
- Experience with designing and implementing strategies for equities, options, futures, bonds or fixed income.
Total compensation is in the ballpark of up to $850k-1.5M y1 TC (Base $250-400k) with potential for 2nd year guarantees. Sign on bonuses are provided also to assist in covering bonuses or NC’s/ buyouts.
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