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Quantitative Developer

Company: Wells Fargo Bank, N.A.
Location: New York
Posted on: September 16, 2021

Job Description:

A financial client is seeking a Quantitative Developer to join their 12 person team in NYC. He/ she will work closely with Quants/Data Scientists and Traders to develop AI/ML based strategies algos for the Fixed Income electronic trading desks. The candidate will be responsible for leveraging current data access strategy, APIs and tools to meet the data needs of the Quants and Data Scientists. Python is used on the analytics side of the house for electronic trading, live system is coded in Java so programming expertise in both is crucial. He/ she will also be responsible for the model exploration and implementation of strategies within the electronic trading technology stack and be an active contributor towards data gathering and data access strategy. The ideal candidate will have the ability to thrive in a fast-paced environment, and learning complex subject matters on the fly.

- Finance experience and exposure to multiple asset classes, including Rates, FX, and Spread products like Credit Corps, MBS etc.

- Experience working on an electronic trading desk
- 3+ years experience developing AI/ML and/or Quantitative models/strategies preferably on a trading desk

- Experience in the full life cycle of model development i.e exploration, development, validation, implementation in production and monitoring

- 3+ years experience with time- series databases like kdb+/OneTick or similar (tick is a financial term for time series data, its real time data thats changing seconds based on which instrument youre using, and you want full records of it which is used in analyzing trends, kdb+ (an open source product) and onetick (vendor product) are used interchangeably. Onetick and not q/kdb+ would be sufficient. Need candidates that have conceptually dealt with that kind of data)

- Very strong programming skills in Java and Python

- Clear understanding of how to leverage high-velocity data persistence and reporting for strategy development and monitoring

- Bachelors and/or Masters degree in Computer Science, Electrical Engineering and/or Mathematics

Keywords: Wells Fargo Bank, N.A., New York , Quantitative Developer, Other , New York, New York

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