- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 23 Sep 18
Market Data developer - Vice President #116954
The Fund's investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns.
The Investment Manager seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies. Specifically, the Investment Manager's personnel formulate hypotheses about the drivers of asset returns and apply a rigorous scientific approach to design, develop, implement and manage strategies around these hypotheses.
At a high level, the trading strategies can be classified as:
- Systematic Strategies - These capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Portfolios are optimized to balance Sharpe Ratio, return, and trading costs.
- Market Liquidity Strategies - These react to real-time demand for securities by providing liquidity to offset such short-term demand. They use appropriate hedging instruments to offset risk and liquidate the combined risk exposures. over a medium-term timeframe.
- The QT Fund leverages the SMG teams' core expertise by focusing on. strategies with typical holding periods ranging from
- The chance to work in a dynamic trading environment, on the trading desk as an application developer and support staff member for the QT Fund Ltd.
- Ideal opportunity for someone with engineering and or a quantitative background who wants to work directly with the front office.
- Staff member will design, develop and implement systematic tools and strategies for the QT fund.
- Staff member will with the portfolio managers and desk management to design/develop automated solutions for trading, risk monitoring, research processes ect.
- Interact with core IT infrastructure teams in developing and implementing solutions to help grow the QT fund.
- Solid C++ and Linux programming. Some C# knowledge a plus.
- Excellent computer science skillset with strong data structures and algorithms knowledge.
- Deep knowledge of the multithreaded programming and Linux internals.
- Good knowledge of Exchange Connectivity, FIX Protocol, TCP/IP.
- Experience with the Market Data feeds is a plus.
- Strong work ethic, highly organized, detail - oriented, and motivated to drive projects.
- Strong communication skill.
- Team player with a positive attitude.