Join one of the world's leading Quantitative Hedge Funds as a Software Engineer in New York City. This is an exceptional opportunity for talented engineers who combine strong coding expertise with mathematical and statistical thinking abilities. The role sits at the intersection of high-performance computing and financial markets, where you'll work alongside world-class researchers and quants to solve complex problems.
The position offers a unique blend of technical challenges, requiring expertise in developing multi-threaded applications using Java and C++, while also demanding strong analytical capabilities in algorithms and statistics. You'll be instrumental in building the core trading platforms and models that drive the fund's success, working with cutting-edge technologies and scientific computing frameworks.
What makes this opportunity stand out is the company's approach to workplace culture. Unlike traditional Wall Street firms, they foster a collaborative and casual work environment, making it an ideal setting for engineers who value both technical excellence and a positive work atmosphere. The role offers exposure to the data-rich domain of finance, though prior financial experience isn't required.
The ideal candidate will bring strong academic credentials in computer science or related fields, sophisticated knowledge of algorithms and high-performance computing, and experience with numerical programming using technologies like numpy, scipy, or scikit-learn. You'll be working on large-scale, real-time, distributed applications that have real impact in the financial markets.
This position represents a perfect opportunity for software engineers who want to apply their technical skills in a quantitative finance environment while enjoying the benefits of working with a leading hedge fund. The role combines the intellectual challenges of complex system development with the excitement of financial markets, all within a modern and progressive work culture that offers numerous perks and benefits.