Job Description
Qualifications
Bachelor's degree in Computer Science, Computer Engineering, or related field
Excellent software development skills in Python and modern C++
5+ years' relevant experience working at a HFT or quantitative firm
A strong understanding of object-oriented design, data structures and algorithms
A strong understanding of quantitative finance mathematics
An understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
Skills in multi-threaded applications
Demonstrated ability to produce algorithmic code in a fast-paced environment
Benefits
Compensation: $500-600k total compensation
Responsibilities
You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets
Design trading strategy simulation software optimized for distributed computation
Develop software for large-scale data acquisition, storage, accessibility, and visualization
Create user interfaces for data exploration and post-trade analysis
Accelerate the research lifecycle from strategy prototype to production deployment
Job description
Location: Chicago, NYC, or Greenwich (CT)
Compensation: $500-600k total compensation
My client is a leading proprietary trading firm based in Chicago that trades a variety of asset classes, including Fixed Income, ETFs, Equities, FX, Commodities and Energy, across all major global markets. They are currently looking for a Research Engineer to join the FICC trading team. You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
The role:
• Design trading strategy simulation software optimized for distributed computation
• Develop software for large-scale data acquisition, storage, accessibility, and visualization
• Create user interfaces for data exploration and post-trade analysis
• Accelerate the research lifecycle from strategy prototype to production deployment
Requirements:
• Bachelor's degree in Computer Science, Computer Engineering, or related field
• Excellent software development skills in Python and modern C++
• 5+ years' relevant experience working at a HFT or quantitative firm
• A strong understanding of object-oriented design, data structures and algorithms
• A strong understanding of quantitative finance mathematics
• An understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
• Skills in multi-threaded applications
• Demonstrated ability to produce algorithmic code in a fast-paced environment
Contact
If this sounds like you, please send your resume to:
George James
george@oxfordknight.com
+1 +2+ 20+ +217
linkedin.com/in/george-james+8
Bachelor's degree in Computer Science, Computer Engineering, or related field
Excellent software development skills in Python and modern C++
5+ years' relevant experience working at a HFT or quantitative firm
A strong understanding of object-oriented design, data structures and algorithms
A strong understanding of quantitative finance mathematics
An understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
Skills in multi-threaded applications
Demonstrated ability to produce algorithmic code in a fast-paced environment
Benefits
Compensation: $500-600k total compensation
Responsibilities
You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets
Design trading strategy simulation software optimized for distributed computation
Develop software for large-scale data acquisition, storage, accessibility, and visualization
Create user interfaces for data exploration and post-trade analysis
Accelerate the research lifecycle from strategy prototype to production deployment
Job description
Location: Chicago, NYC, or Greenwich (CT)
Compensation: $500-600k total compensation
My client is a leading proprietary trading firm based in Chicago that trades a variety of asset classes, including Fixed Income, ETFs, Equities, FX, Commodities and Energy, across all major global markets. They are currently looking for a Research Engineer to join the FICC trading team. You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
The role:
• Design trading strategy simulation software optimized for distributed computation
• Develop software for large-scale data acquisition, storage, accessibility, and visualization
• Create user interfaces for data exploration and post-trade analysis
• Accelerate the research lifecycle from strategy prototype to production deployment
Requirements:
• Bachelor's degree in Computer Science, Computer Engineering, or related field
• Excellent software development skills in Python and modern C++
• 5+ years' relevant experience working at a HFT or quantitative firm
• A strong understanding of object-oriented design, data structures and algorithms
• A strong understanding of quantitative finance mathematics
• An understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
• Skills in multi-threaded applications
• Demonstrated ability to produce algorithmic code in a fast-paced environment
Contact
If this sounds like you, please send your resume to:
George James
george@oxfordknight.com
+1 +2+ 20+ +217
linkedin.com/in/george-james+8
💡 Quick Summary
Seeking a career-building opportunity? The Research Engineer position is now open for candidates interested in the IT Engineer & Developer Jobs sector. This role in Greenwich offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in IT Engineer & Developer Jobs is a plus.