PhD Computer Scientist/ Software Developer

What will I be doing?

You will architect and code a pioneering system for the automation of data science research in our specific area of quantitative trading. This is a true greenfield project. You will create a system that provides advanced functionality, good performance, and most important, extensibility.

What are the unique advantages of this opportunity?

Opportunity to create a system that
• will impact the firm as whole
• will go beyond current technologies
• will be special-purpose and thus simple enough to create a working version within a reasonable timeframe

You will benefit from autonomy with and within your projects. Upper management has a strong academic and practical computer science background; you will work closely with them from the get-go. You will have immediate input into the architecture and structure. Your outstanding skills will have a deep and immediate impact on the firm.

You’ll work on the big picture. Performance will be attained through well-constructed algorithms and appropriate use of caching, etc. Your focus will not be squeezing microseconds from either hardware or software.

This role has a schedule you can largely set for yourself, and you will not have to cancel vacations, weekend plans, etc.

What are the unique challenges associated with this opportunity?

You will need both excellent development skills and the ability to understand the system as a whole. If you’re someone who is seeking a structured opportunity focused on training or working on a small piece of a larger project, this may not be a good fit.

This description is too abstract. Could you give me specific examples of what I’ll be doing?

Here are two aspects of the vision. First, at the lowest layer of the system, we will handle access in a uniform manner across datasets of different types and frequencies. Second, several layers up, we will use machine learning or other models to solve deep problems that are intractable in our current framework.

What is the expected compensation range for this position?

We know the abilities of the person we bring to the team will be exceptional and unique, so we plan to pay a base of $350K-$500K for a hire to this role working in the New York office in recognition of their immediate value. Base salary is only one aspect of total compensation, which includes an annual bonus.