The Firm and Project
This quant trading shop has historically specialized in High-Frequency Trading. They are now diversifying into 'Medium Frequency' where holding periods are longer, and engineering problems exceed beyond those related to simply latency and speed.
Alternative data and its contributions to their longer term automated trading models is extremely important, and data processing and big data technologies are paramount as a result. As such, they are seeking a hands-on, data-orientated software engineer to design and implement novel Data Infrastructure from the ground in modern Python.
Their culture that emulates that of a tech/fintech business and offers complete visibility over every facet of their practice. This is to say: no one is siloed to one specific function/widget of the ecosystem but can see all IP across the business. Where in other trading firms 'glass walls' would prevent interaction between those who sit on two different Equities or Futures pods, here you can chat to whoever you like.
Still streamlined with ~100 headcount, they are growing in a measured fashion, and hire smart technologists who are intrigued by the most sophisticated quantitative and computational problems in industry.
The Role
- Design and build scalable and performant software from the ground up for data processing, integration, validation and monitoring.
- Build Pipelines and work on complex caching problems.
- Partner with Researchers and ML scientists to implement widely varied datasets: from tick-by-tick to alternative datasets to event-based data..
Required Skills/Experience
- Degree in Computer Science, Electrical Engineering or similar - ideally from top institution.
- 3+ years experience working as a Software Engineer on data-intensive platforms.
- Python expertise also ideal if not required.
- Knowledge and expertise in the Cloud.
Pre-Application
- Please do not apply if you're looking for a contract or remote work.
- You must be eligible to live and work in the US, without requiring sponsorship.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
- Your application is subject to our privacy policy, found here: https://www.thurnpartners.com/privacy-policy
