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Squarepoint

quantitative investment management · systematic trading strategies

Software Developer - Risk Data Pipelines

Montreal · London · Warsaw · OnsitePosted 89 months ago
Software engineeringUnspecified
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Opens the source posting on squarepoint-capital.com

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Position Overview:

Risk Technology develops core services and systems required by Squarepoint’s systematic and quantitative trading strategies, such as real-time risk controls, position/inventory/P&L monitoring, internal order routing, and various pre and post-trading services.

Risk Data Pipelines develops software on top of the core Risk Technology platform to handle market or asset-class specific processing, including:

• Trade Data Ingress - Normalize and stream trade data to Squarepoint's systems from trading platforms like Bloomberg, Fidessa and SpiderRock.

• Trade Data Egress - Feeds to 3rd party platforms to ensure trade booking correctness and regulatory compliance.

• Services and analytics used by investment and quant teams to understand Risk exposure, P&L and to improve capital efficiency.

• Automation of trading operations to support the growth of the business, such as the management of options & future expiry and automated trade, position and P&L reconciliation.

This role provides an opportunity to learn many aspects of the way hedge funds operate through close collaboration with trading and quantitative teams, and as a developer you will:

• Design, develop and deliver high quality and maintainable business critical software.

• Work closely with stakeholders and colleagues to capture requirements, define architecture and technologies, identify and resolve bottlenecks, and deliver functionality.

• Lead and contribute to design discussions and mentor other team members.

• Participate in level 2 support.

Required Qualifications:

• Bachelor’s degree in computer science or related subject.

• 4 years’ minimum Python experience working in the financial industry.

• Team player with excellent communication skills.

• Experience with database management systems and related technologies such as SQL.

• Knowledge of traded financial instruments (Equity, FX, Credit or Rates).

Nice to Have:

• Experience of FIX protocol

• Experience developing in data engineering (using Python with pandas, R, Julia)

• Experience with KDB+/q

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