Our client, a leading prop trading shop, is currently seeking a Jr. Quantitative Developer.

As a Jr. Quantitative Developer, you will:
 Build research tools and applications for processing and examining market data
 Develop and test data-centric theories aimed at understanding market liquidity patterns
 Debug, modify, and enhance in-house technologies, systems, and processes

Requirements
 Undergraduate degree (or higher) in Math. Physics, Computer Science/Engineering,
 Basic Proficiency in C++ including modern OOP for building scalable production
applications
 Proficiency in suitable data research & modeling language: Python, R, and possibly
Matlab
 Firm grasp of data structures and algorithms and knowledge of their computational
tradeoffs
 Knowledge and experience of basic options pricing theory
 Knowledge and understanding of software & data engineering principles and practice

Additional Helpful Skills
 Financial experience
 A graduate degree in a relevant technical field
 Knowledge of financial markets and trading
 Demonstrable experience working on large production C++ systems (10k+ lines of code)