Quantitative Research/Developer New York City, NY

Quantitative Research/Developer

• Company

  Rimrock Associates, Inc.

• Location

  New York City, NY

• Compensation

  100k-250k

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  Feb 17, 2013

• eFC Ref no

  1122871

Reaserch team seeks a strong C++ quantitative analyst/developer to help develop processes to automate management of macro-economic and financial market data.

• 
  Design, development and maintenance of enhancements to a sophisticated financial empirical research environment including code in C++, Gauss, Matlab, and SQL.


• 
  Design, development and maintenance of enhancements to large-scale object-oriented real-time trading system in C++.


• 
  Review, modify as needed, and document code maintenance, code modification, and data update procedures throughout the research and trading platforms.

Requirements

• 
  5+ years industry experience developing multilayer object-oriented frameworks in C++ in Unix environment with experience as technical lead.


• 
  Solid understanding of modular object-oriented design, design patterns, data structures.


• 
  Graduate degree, preferably Ph.D., in Math, Statistics, Science or Engineering from a top university.


• 
  Experience using scripting and parsing tools (ksh, perl, sed/awk).


• 
  Experience with Matlab and/or Gauss programming language highly desirable; Experience with other statistics or modeling languages also desirable (e.g. Python).