Senior Software Engineer (Quant)
Posted Updated
- Develop, optimize, and debug real-time financial analytics software
- Evaluate, tune, and improve model performance, stability, and accuracy
- Analyze market data, derived market data, and reference data
- Collaborate closely with our reference data, real-time data, and historical data teams
- Provide 2nd level support for production applications developed by the team. Respond to customer questions regarding our analytics and models
- Write technical specifications, project plans, and documentation
- Regular communication with senior managers and technical colleagues
- Work with sales team to support presales engagements
- 3+ years in Java or C# (or equivalent), including understanding of parallel and multithreaded design patterns
- Ability to work as a self-starter; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release
- 1+ year in C++ preferred — our system is primarily Java, but performance-critical calculations run in C/C++ and CUDA
- Background in financial markets, derivatives pricing, and/or risk analysis. Equity derivatives experience is a plus
- Education: Minimum of a bachelor’s degree in a STEM field, but a master’s degree preferred
- Ability to explain a complex software system end-to-end, from inputs to output, including its design rationale and business value