Quantitative Engineer
Job Description
Job Description
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