Lead Quant Developer, Short-Horizon Implementation

A discreet systematic group is building a faster, short-horizon effort given strong performance.

The Research Head seeks a direct technological lieutenant, who wants to be business facing. The job is strategy implementation - think of it like a lead QD/QRE or desk CTO.

A prediction arrives from the quantitative researchers and then its owned by this individual and their team. That includes the logic that sits on top of the alpha, the order it becomes, the impact it pays for, the TCA it prints. This person would also own the architecture behind all that.

The firm has traded mid-horizon for most of its history and moving into faster strategies is an exciting expansion. Not at the race-to-zero level and there is no hardware programme and no immediate appetite for one. The hard problems are architectural, including decoupling critical paths and finding the execution improvement that makes a marginal alpha tradable.

The whole business is small enough that you will know everyone with a stake in your work. Engineers are treated as first-class, not as a service function to research, and the contact with the quant side is continuous. Potential impact is huge.

The people who are right for this seat may not be super active which is fine. They can kick off with an informal dialogue.

Requirements:

• Industry experience needed, ideally 4+ years from a top firm.
• NCs up to 24 months is fine, they can wait for the right person.
• This would sit onsite in NYC.
• C++ expertise much preferred, otherwise other low level languages ok.