quαntPORT is a process driven investment management group consisting of a team of researchers, traders and technologists who harness and apply the power of technology and automation to identify, model and trade global financial markets. The Division offers an array of quantitative investment fund products to its clients.
We are seeking candidates with exceptional academic credentials to join our team and participate in and support of the firm's efforts in the research, trading and production processes.
What we look for in a candidate
We look for candidates who are eager to make an impact by doing real, hands-on research and development. Candidates must possess exceptional knowledge of mathematical and statistical methods as well as a proven ability to solve complex problems. A desire to work with large data sets and apply creative thinking is required. Successful candidates will also have deep interest in learning about trading and the financial markets.
What you can expect
quαntPORT offers a supportive environment that fosters independent thought in a collegial, results oriented, work setting. Researchers and developers here are passionate about their work, model building, data and technology.
They are curious and intellectually driven to succeed. We provide them with the tools, resources and training required to satisfy that curiosity and passion, leading them to new insights and discoveries. Our process driven approach enables these insights to be thoroughly tested in a systematic fashion and ultimately, if confirmed, integrated into our portfolio.
Market Data Engineer
Candidates should meet the following requirements:
* Bachelor's or advanced degree in a quantitative field and/or scientific discipline such as Mathematics, Economics, Physics, Computer Science or Electrical Engineering
* Proficiency in at least one of the following programming languages: Python, C/C++, or Java
* Contribute to the software development lifecycle in a collaborative team environment, including design, implementation, testing, installation and support
* Experience working with financial market data and quantitative analysis
* Experience with real-time feeds and tick market data (such as Reuters TRTH/Elektron)
* Good understanding of the Unix/Linux programming environment
* Expertise with SQL and relational databases
* Excellent problem solving and communication skills
* Self-starter and work well in fast paced environment
Job Responsibilities include:
* Automate data collection processes and help design/monitor production systems
* Applying quantitative techniques to large-scale datasets
* Assist in analyzing financial datasets and/or historical trading to improve profitability
Useful Skills & Experience:
* Prior experience working with equities or futures market data
* Prior experience working on tick data storage projects
* Experience with popular statistical packages like R or Numpy/Pandas
* Experience with MS SQL server and/or PostgreSQL
* Familiarity with time series analysis
* Experience in developing robots to parse data from web sources
Work With Us
Positions are based in New York, NY
Join our pioneering team as we explore the cutting edge of technology and its application to global financial markets, where your curiosity and passions will be fostered, challenged and channeled to make innovative new discoveries in the broad realm of global market inefficiencies.
520 Madison Avenue
NY, NY 10022