Senior Quantitative Developer

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.

If this role is of interest, please apply and Goliath will be in touch!