Quantitative Engineer

 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