A leading hedge fund in New York is looking for multiple Python/ Quantitative engineers to build out a crucial front-office component.
This company is going through a rapid growth period and is looking to build out the PM's research and production signal generation process through new next-generation robust data technology.
By closely working with PMs, you will cover the design and development of new pipelines, manipulate data, and automate the delivery of tidy data to meet research requirements.
This position requires engineering excellence. There are no strict requirements to be from finance but to have been responsible for end-to-end production development.
Requirements:
- Strong understanding of Python and the scientific stack
- Top-level college, GPA scores, and regular high-scoring performance reviews
- Experience with Distributed systems
- Professional experience at a top tech or financial technology company
- Strong Comp Sci fundamentals and approach to problem-solving