Quantitative Developer, Quantitative Strategies Group

Role Description

HAP Capital is seeking an experienced quantitative researcher with advanced software development and research workflow expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior are used to model the price discovery process. The role will be responsible for strategy research and development. The ideal candidate will demonstrate an ability to design and implement the full trading workflow from alpha concept to post-trade analytics:

alpha conceptdata researchprototypingstrategyback-testingproductionpost-trade

The candidate must have experience designing and implementing scalable production trading software. Expertise related to trading-logic, alpha-capture, portfolio construction, simulation framework, sim-live fidelity, and execution dynamics are deemed vital. As a Quantitative Developer you will:

  • Drive the trading workflowfor efficient and intelligent expression of trading ideas
  • Develop simulation capabilitiesusing modular design and high-fidelity results wrt to live trading
  • Deploy strategies in production and achieve a scalable and transparent production footprint
  • Conduct data researchto examine behavior and performance of alphas and trading strategies
  • Build research tools and applications for processing and examining market and trading data
  • Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes
  • Graduate degree in Applied Math, Computer Science/Engineering, EE, or similar
  • Proficiency in C++ with demonstrable experience building large-scale production applications
  • Comfort performing advanced data research & modeling using Python and/or R
  • Extensive knowledge and understanding of software engineering principles and practice
  • Extensive knowledge and experience with high-volume, high-dimensional data modeling
Additional skills/experience that will reflect favorably
  • PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
  • Deep insights into global financial exchange micro-structure and micro-behavior
  • Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
  • Experience originating alpha/strategy development in an unprecedented environment or scale

You must reference job code on your submission correspondence: QD QSG.

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