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caxton

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Senior Quantitative Developer

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We are seeking a Senior Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

Responsibilities:

    • Architect and build scalable web services and distributed systems for applications and front office users (FastAPI, ECS)
    • Build front end tools web dashboards (Flask, Django) for market monitoring, trade screening and risk management.
    • Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
    • Build and maintain quant libraries in Python.
    • Promote best coding practices within the firm

Requirements

    • Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering)
    • 10+ years of relevant experience in hedge Funds, investment banks or financial services domain
    • Excellent quantitative reasoning and software design
    • Strong Python skills
    • Demonstrated experience with high-efficiency programming and multi-threading
    • Clear grasp of SQL and relational database fundamentals
    • Ability to multitask and produce high-quality code
    • Strong verbal and written communication skills
    • Operates with the highest degree of ethics and integrity

Nice to have:

    • Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
    • AWS practitioner experience
    • Experience in another object-oriented language such as C#, Java or C++
    • Front end design experience

Skills

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