Jobs
From: Alvis Salenieks
Date: 3 Nov 2005
Subject: Southern California, USA: Research Programmer: Advanced Securities Trading and Technology at a securities trading organization
Company:
Our client is a sophisticated securities trading
organization. The firm leverages research, technology, and applied
mathematics to achieve consistent trading success in today's volatile
stock market.
Opportunity:
This is a chance to support trading and
research activity by developing proprietary software solutions/tools
from the ground up. This individual would work in a small group with
other skilled software engineers, quantitative financial engineers,
and other researchers in the firm. This individual would work
directly for end-users, solving technology hurdles, to advance the
development of new trading and research tactics. Reliable and
intelligent solutions will provide immediate results for the firm.
Having no corporate ladder to climb and in the absence of Wall Street
politics/ hubris, a successful individual will be more reliable,
thoughtful and strategic. Individuals who can deliver innovative
solutions using technology, old and new, will find professional growth
here to be unhindered.
Responsibilities
Individuals will design, build, and
document software solutions/tools. The problems to be tackled include
dealing with high data volumes and data rates, data parsing and
screening large databases, and many others.
A typical project example would be development of tick-by-tick time
series infrastructure and data, which is sourced from real-time feeds
and bulk loaded from exchanges and vendors. Code would be developed
that extend the features and capabilities of the tick data repository,
and analyzes tick data for QA and analytical purposes.
Other responsibilities would include but not be limited to:
- Development of statistical models and data-driven analyses.
- Provide support for production systems
- Develop relational database applications for loading static data feeds using standard and internal application libraries
- Devise, implement, and maintain predictive statistical models
- Create performance metrics and tracking processes to measure the effectiveness of the predictive modeling efforts.
- Coordinate access and transformation of internal data to support tests and statistical evaluation.
- Work in a consultative manner with researchers to gather functional requirements, analyze database contents, and develop the analytical processes for obtaining the requested information;
Experience
Individuals will have experience building
solutions for computer software, engineering or financial
applications. He/she will have experience in a variety of software
development tools, operating systems, languages, and applications.
We expect this individual to easily learn and adapt to new systems.
Masters of Science or higher preferred in Engineering, Computer Science, Statistics, Mathematics, or related fields
4+ years of experience with techniques, languages and tools for data parsing and organization, analysis predictive modeling, and statistical analysis
Desired skill sets include
The firm practices the occam's razor approach to software in which specific technology packages or platforms, new or old, are driven by the needs of the application. With this in mind there are some technical skill sets which could set specific candidates apart. Among them ...
- Experience with Fortran and experience with VMS, ( for some of the available positions)
- Experience in parsing, screening, analyzing, and monitoring large data sets
- Experience with other languages HTML, C, C++, and Perl, plus development on UNIX platforms
- Database design and application programming
- Experience with high-volume, high-performance processing of realtime data
- Excellent mathematical skills and high degree of problem solving capability
Finally, the firm is looking for strong individual contributors who are very hands on, prefer doing rather than managing and are self motivated. Multiple positions are available.
Contact:
Alvis Salenieks
Consultant
Tangent Executive Search
2322 Marion
Denver, CO 80205
alvis@tangentventuresltd.com
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