Develop and implement quantitative models and software applications to process and analyze real-time financial market data in a high-performance, real-time computing environment
Maintain and optimize existing software applications, and recommend and implement improvements
Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans
Regular communication with senior managers and technical colleagues
Processing, collecting, and analyzing financial market data, including high frequency real-time pricing data and reference data
Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources
Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications
Requirements
Minimum 5 years of experience in financial markets required
Quantitative STEM background with a strong interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience
Experience in financial derivatives modeling, corporate actions, securities, and derivatives reference data, including futures and options contracts
Strong programming skills in Java and/or C++
Functional programming skills in SQL
Working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing
Strong knowledge of and extensive experience with statistical concepts including Bayesian modeling and hypothesis testing; linear regression; principal components (PCA); tree models; and time series modeling such as GARCH
Strong attention to detail, a highly analytical and quantitative mind, capable of translating analytical insights into actions
Ability to work as a self-starter with minimal supervision; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release
Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment
Strong interpersonal and communication skills necessary to work within a global team
Benefits
Medical Coverage
Prescription Drug Coverage
Additional Medical Benefit
Dental Coverage
Vision Coverage
401K or Pension Company Match
Spending Accounts
Life and AD&D Insurance
Retirement Savings Plan
Employee Stock Purchase Plan (ESPP)
Voluntary & Additional Benefits
Paid Time Off
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
JavaC++SQLRPythonNumPyMatLabBayesian modelinghypothesis testingtime series modeling
Soft skills
attention to detailanalytical skillsself-starterownershipmulti-taskingprioritizationtime managementinterpersonal skillscommunication skills