Our New York office is looking for an experienced Quant Developer who is looking for a new challenge in the financial technology services industry. Hanweck operates a large scale data environment with petabytes of market and analytic data, and generates real-time data in time-frames from milliseconds to minutes. This is an opportunity to work within a team of people with experience in financial markets, computer and data science, and with a keen interest in discovering new sources of information for financial markets.
Develop and implement quantitative software applications to process and analyze real-time financial market data in a high performance computing environment
Maintain and optimize existing software applications, and recommend and implement improvements
Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans
Regular communication with senior management and technical colleagues
Processing, collecting and analyzing financial market data, including high frequency real-time pricing data and reference data
Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources
Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications
Education: BA/BS in STEM field
Minimum 5 years of experience in financial markets required (market data, reference data, risk); internships count towards experience
Quantitative STEM background with interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience a must
Applicants must have experience with financial derivatives markets; corporate actions; securities and derivatives reference data, including futures and options contracts
Must have strong programming skills in Java and/or C++; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing. Programming in CUDA is a plus.
Working knowledge with fundamental statistical concepts including Bayesian modeling and hypothesis testing; and techniques such as linear regression, principal components (PCA), tree models, time series modeling such as GARCH, a plus
Strong ability to work within a global team, prioritize tasks, and meet deadlines
Highly analytical, attention to detail, and quantitative mind, capable of translating analytical insights into actions
Demonstrate ability to work as a self-starter requiring limited supervision; take ownership of projects from start to finish from requirements and specifications to QA testing, documentation and production release
Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment
Flexibility to fit into a small organization, strong interpersonal and team skills are a must
At Hanweck there is tremendous potential to learn, grow and seek advancement, while also contributing to policies, decisions, and the direction of the company. We offer extremely competitive compensation and benefits, and provide a highly open, honest, and fun work environment.
Our company is committed to equal employment opportunity. We will not discriminate against employees or applicants for employment on any legally-recognized basis ["protected class"] including, but not limited to: age, race, gender, pregnancy, religion or creed, color, national origin, sexual orientation, disability, genetic characteristics, military or veteran status, uniform service member status or any other protected class under federal, state or local law.