Description
The Quantitative Developer will join the Central Liquidity Strategies team and focus on developing high-performance quantitative models, particularly for large streaming data, while building applications in q/kdb+ and Python. The role involves designing and optimizing computationally intensive models, collaborating with researchers and traders, and working across execution and financing initiatives. Required qualifications include 2–10 years of experience in a development-intensive role at a financial institution, experience with compiled and interpreted languages, scientific education, and Unix proficiency.
