Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients.
We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a technology and data-driven firm, we design and build our own cutting-edge systems, from high performance trading platforms to large scale data analysis and compute farms.
With main investment offices in New York, London and Singapore, we emphasize true, global collaboration by aligning our investment, technology and operations teams functionally around the world.
As a member of collaborative team, develop and maintain critical high performance trading engines and supporting infrastructure.
Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects.
The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long term strategic work.
The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must.
Long-term design improvement and maximization of code reuse
Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work
Contribute to strategic design and roadmap for high performance trading infrastructure
Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out projects
Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others
The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives.
Attention to detail and defensive programming experience.
Degree in Engineering, Computer Science or related subject; Masters or higher a plus
3+ years strong programming experience under Linux, at least 1 year in C++
2+ years’ experience working on high performance mission critical systems
A team player with good communication skills and a preference for compromise
Ability to balance tactical work with pursing long-term strategic objectives
2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading)
Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to :
convert abstract requirements into concrete trading implementations and algorithms
troubleshoot trading algorithm and systems issues across large complex distributed systems
Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc)
Experience developing market simulators a strong plus
Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus
Basic statistics; advanced quantitative skills a plus, but not required
GUI programming experience a plus
Must be able to work well under pressure and tight deadlines
Effective and professional communicator
Additional desirable qualifications :
Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD)
Experience working on a global team
Python, Q / kdb+
Testing methodologies (unit tests, regression tests)
Dev workflow SVN, GIT, JIRA, Code Reviews, etc
Grid & cluster tools (especially SLURM)