My client is a >$1.5B AUM systematic trading firm needing to hire a junior quant/programmer for its Tri-State office. You will be solving complex investment management and trading related problems and will be groomed to become a quantitative trader. They will buy out EOY bonuses.
Lucrative career path leads to being a quantitative trader
Say goodbye to office politics and bureaucracy
Be mentored by a top Wall St. Portfolio Manager and his team
What You Will Do
Trade & position reconciliation
Real-time portfolio monitoring using market data APIs in C++ and C#
Real time signal monitoring
Option Portfolio Trade Generation
Electronic Trading APIs and trade automation
Post-trade automation and real-time risk and P&L
What You Need
2 plus years of finance experience – please note this a junior role. Group heads, MDs, Director level etc. is a non-starter.
Very strong C++ or C# skills
Experience with most, if not all, the above job duties
You will be looking at the FTP files from the firm's custodians, then
Reconciling the trades and positions;
Building C++ applications that can monitor a portfolio using the BB API;
Trade recipes – looking for an option of a certain maturity, with a certain strike and a certain delta – you will need to transfer that recipe into an application that does portfolio generation. The firm has this functionality already but you would be monitoring it, enhancing and then using it.
Executing trades by staging them in a Wolverine execution system which is a C# API, or send an email to the custodian that wants to do the trade, and then give them a price
After the trade occurs, it has to be put in client specific files