Quant Engineer

Quant Engineer for leading financial Services company in Georgia

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A bit about us:

We are a leading global exchange working with cutting-edge technology and addressing complex business challenges. We offer an excellent work life balance.

Why join us?

This role offers work from home flexibility of up to 2 days per week.
Excellent Compensation and bonus plans
Employee Stock Purchase Program
401k
PTO and Parental leave
Subsidized daycare
Dependent savings accounts

Job Details

You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality platform to our users. Excellent communication is essential. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role.

Responsibilities

Develop reference implementations for testing platform applications, based on technical business requirements
Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases
Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models
Define test scenarios and develop/maintain automated test cases
Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems
Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture
Deploy application builds and maintain test environments
Perform troubleshooting of software / hardware configuration problems
Demonstrate a passion for finding software bugs in complex algorithms

Knowledge and Experience

M.S. or higher in a Financial Engineering, Mathematics, or Computer Science related discipline
Experience with modeling/statistical analysis tools such as Python, R, or MATLAB
Strong programming skills utilizing technologies such as numpy, scipy, or scikit learn.
Experience with scientific computing and algorithm development.
A background or interest in building large-scale, real-time, and distributed applications is desired.
Experience developing high-performance, multi-threaded applications using several programming languages including C++.
Knowledge of scripting languages such as Python.
Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language
Ability to write and execute customized SQL queries against Oracle DB
Ability to calculate customized statistics on large sets of data
Ability to understand use Python code and spreadsheets containing financial engineering formulas
Must have understanding of derivatives markets and options/asset pricing models
Must be comfortable with working across systems in a high tech software development environment
Progress toward CFA, FRM, or similar credentials a plus
5+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plus (less experienced applicants may be considered for the Quantitative Engineer Role)
Value at Risk (VaR), parametric, Historical Simulation, or other portfolio risk management understanding a plus
Must have excellent communication skills


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Job Details
Managed by Jobot Pro
Location
Decatur, GA
Job Type
Permanent
Compensation
$200,000 - $350,000