Quantitative Developer

Job Description

Patronus Research LLP is a quantitative trading firm that is steering financial markets with advanced technologies. We are looking to hire “ Quantitative Developers/ Quantitative Analysts” to work with us on the cutting edge of financial technologies. Requirement: minimum 1.5- 2 years of experience from same industry (HFT/MFT) ROLES AND RESPONSIBILITIES » Design, implementation, test, integration, and delivery of Low latency trading systems . » Work on the latest hardware to further reduce latency (Latest network card and its features, latest processor architecture, and OS. » Design our in–house trading applications which are robust and extremely fast. » Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely. » Detailed study of memory profile of the software to figure out how to further reduce cache misses or further optimize data structures being used. » Work on strategy development which would include working on large data sets and machine learning concepts. » End-to-end responsibility of the full product lifecycle. » Assist in recruitment and undertake any other activity as reasonably requested by management. » Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely. » Explore Market Microstructure to find trading signals and opportunities: We expect you to study market data and build predictive models. Such models explore order flow which is an essential part of market microstructure study. » Help in improving existing trading strategies : We are already running multiple strategies in Indian exchanges and other trading venues across the world. We expect you to help the desk in improving these existing strategies. » Back-testing Ideas : We expect you to back test ideas for latency, PnL and other metrics. » Undertake any other activity as reasonably requested by management. SKILLS REQUIREMENTS » Strong Knowledge in developing high-performance, multi-threaded applications using C++. » Programming: We save gigabytes of data every day from various exchanges. To analyze this data and find pattern and to back test your ideas, once must be conversant with either Python or R or C++ » A strong understanding of software design patterns, data structures, algorithms , and best practices. » Expert knowledge of scripting languages such as Perl, Python, and UNIX shell. » Analytical Ability: You must be able to logically think about problems and find efficient solutions. » Statistics: Modeling data is the most important part of the job. To make sense of what is going on, knowledge of statistics is mandatory. » Exposure to network programming ( TCP/IP ), computational intelligence, and real‐time programming. » Linux: A lot of what we do is done on Linux systems so at least a working knowledge of Linux is essential » Machine Learning / AI Techniques. EDUCATIONAL BACKGROUND » Candidate should have a minimum 1.5-2 years of experience in Quant » a bachelor’s degree in Mathematics & computing, Computer Science, or EE from a reputable and cream university/institution » Exposure to trading is desirable and experience working in an HFT firm is mandatory » A background or interest in building large-scale, real-time, and distributed applications is desired. PERKS In addition to an outstanding and organic work environment with rapid advancement potential, we offer benefits, including: » Competitive compensation to the right candidates. » Annual bonuses based on performance to full-time employees. » Limitless growth and learning opportunities. » Fully stocked Pantry. » Company sponsored annual trip. » Insurance coverage including parents of employees. Show more Show less