We are a 30 year-old privately held trading firm located just outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading.
We are seeking a Scientific Programmer to develop and productionize tools for scaling up and out the processing of petabytes of data on a cluster with thousands of cores. I n this role, you will be working on a team responsible for managing the data pipeline and the tools for generating rich data sets used by Equity, Futures, and Options strategies. This person will be building tools that analyze all data and signal feeds to aid in backtesting of strategies and new signal discovery. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.
In This Role, You Will
- Build and maintain tools for data processing pipeline, including numerical algorithms and dependency-based scheduling and monitoring
- Write performant code to optimize components across the data generation and data access pipeline
- Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms
- MS or PHD in the Applied Sciences or related discipline or its foreign equivalent plus experience in numerical analysis and programming
- Fluency in C++ and Python is preferred
- Experience with NumPy and SciPi scientific computing packages
- Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data
- Visa sponsorship is available for this position
Andiamo provides equal employment opportunities to all employees and applicants for employment without regard to race, color, religion, sex, national origin, age, disability or genetics. In addition to federal law requirements, Andiamo complies with applicable state and local laws governing nondiscrimination in employment in every location in which the company has facilities. This policy applies to all terms and conditions of employment, including recruiting, hiring, placement, promotion, termination, layoff, recall, transfer, leaves of absence, compensation and training.
Recruiter Name: Vishal Mehta