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Associate Algorithm Researcher- New York, NY- Use Python, C++, & var comp-assisted tools to supp the dvlpmt of algos to analyze the co-mvmt of asset returns across glbl mkts. Conduct academic rsrch on stats, ML & opt of low-lat live trading C++ pltfrm code. Use C++, Python & stat methods to diagnose errors & make imprvmts to tools & pltfrms used for rsrchg algo trading. Conduct rsrch on novel ML techqs & stat modeling in trading strats to imprv order plcmnt. Mentor Algo Engrs in the design & trblshting of distrib stat ML sys in Python & in hand opt of C++ code. Create distrib high-perf stat analysis feat for implmtn in a hybrid of C++ & Python, & drive adoptn of those feat across the org.
Job Responsibility:
Use Python, C++, & var comp-assisted tools to supp the dvlpmt of algos to analyze the co-mvmt of asset returns across glbl mkts
Conduct academic rsrch on stats, ML & opt of low-lat live trading C++ pltfrm code
Use C++, Python & stat methods to diagnose errors & make imprvmts to tools & pltfrms used for rsrchg algo trading
Conduct rsrch on novel ML techqs & stat modeling in trading strats to imprv order plcmnt
Mentor Algo Engrs in the design & trblshting of distrib stat ML sys in Python & in hand opt of C++ code
Create distrib high-perf stat analysis feat for implmtn in a hybrid of C++ & Python, & drive adoptn of those feat across the org
Requirements:
Bachelor's degree (U.S. or foreign equivalent) in Comp Sci, Comp Engg, SW Engg, or a rel field, plus 6 mos of exp in the pos offered, Algo Engr, or rel exp
Exp using C++ & Python to diagnose errors & make imprvmts to distrib tools & pltfrms
Exp testing, trblshting, & modifying sw apps to resolve op issues