Senior Quantitative Research Engineer
About the Role
You will work closely with quantitative researchers to translate research needs into robust engineering solutions. You will design, build, and maintain data pipelines, research platforms, and tooling for data gathering, preprocessing, analysis, and simulation. You will implement scalable distributed systems, apply statistical and machine learning methods, review code, mentor junior engineers, evaluate third-party tools and data sources, and produce documentation and training materials to help researchers use the tools effectively.
Requirements
- 4+ years experience partnering with quantitative researchers to develop and maintain quantitatively-driven strategies
- Master or Ph.D. in Computer Science, Engineering, Data Science, or related field
- Exceptional Python programming skills and experience building scalable systems
- Experience with graph (DAG) representation and analysis using NetworkX
- Experience with open source distributed computing tools in Python such as Dask or Ray
- Proficiency with data processing, analysis, and visualization tools like Pandas, Plotly, and SciPy
- Strong understanding of statistical modeling and machine learning techniques
- Knowledge of differences between L1, L2 and L3 market tick data
- Experience with AWS, Linux, and Docker
- Excellent problem-solving and communication skills
- Experience recruiting, mentoring, and guiding junior team members is preferred
Responsibilities
- Collaborate with quantitative researchers to understand workflows and deliver technical solutions
- Design, develop, and maintain software tools, platforms, and frameworks for research
- Build and maintain data gathering and preprocessing pipelines
- Implement advanced data processing techniques and statistical methods
- Develop scalable distributed systems for large-scale data analysis and experimentation
- Conduct code reviews and ensure code quality and maintainability
- Mentor and provide technical guidance to junior research engineers
- Evaluate and integrate third-party tools, libraries, and data sources
- Create and maintain documentation, user guides, and training materials