The opportunity is with a New York based Quantitative hedge fund focussed on computer-driven Trading in global financial markets. You will join a small, high performing team focused on trading global markets in a completely automated fashion as a key player in building and scaling the company’s data platform, one of the cornerstones of their research infrastructure.
- Develop efficient, scalable data and research infrastructure.
- Implement robust workflows for processing structured and unstructured financial datasets.
- Analyze dataset coverage and quality; develop and maintain reusable libraries for data analysis.
- Work closely with quantitative researchers to extend and utilize the data platform.
- Undertake general trading support responsibilities for Asian markets.
- Undergraduate degree in Computer Science, Electrical Engineering, or related field from an IIT/IIIT/NIT/BITS
- One/two years professional experience in software or data engineering.
- Excellent written and oral communication skills.
- Programming experience in Python (strongly preferred) and C++.
- Familiarity with data pipelines, relational databases, and/or SQL; experience with OLAP/data warehouse solutions (e.g., Redshift, Greenplum) a plus.
- Ability to creatively propose and evaluate hypotheses for solving complex problems.