Quantitative Engineer

Responsibilities

? Develop reference implementations for testing platform applications, based on technical

business requirements

? Review technical requirements with quantitative models terminology to produce test

strategies, test scenarios, and test cases

? Implement, maintain, and troubleshoot test harnesses, including implementations for

various quantitative models

? Define test scenarios and develop/maintain automated test cases

? Create test plans, defining test scope, resources, dependencies, risks, and the overall

strategy for testing complex software systems

? Perform all aspects of verification, including functional, regression, system, and

integration testing for applications designed using multi-tiered-based architecture

? Deploy application builds and maintain test environments

? Perform troubleshooting of software / hardware configuration problems

? Demonstrate a passion for finding software bugs in complex algorithms

Knowledge and Experience

? M.S. or higher in a Financial Engineering, Mathematics, or Computer Science related

discipline

? Experience with modeling/statistical analysis tools such as Python, R, or MATLAB

? Ability to implement quantitative algorithms and develop automated tests using a

scripting/programming language

? Ability to write and execute customized SQL queries against Oracle DB

? Ability to understand use Python code and spreadsheets containing mathematical

formulas

? Understanding of derivatives markets and options/asset pricing models a plus

? Must be comfortable with working across systems in a high tech software development

environment

? Progress toward CFA, FRM, or similar credentials a plus

? Work experience with commodity markets, financial trading environment, or equity

brokerage business and exposure to futures markets is a plus

? Must have excellent communication skills