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Quant hedge fund seeking full-time developers and researchers

  1. Sep 13, 2014 #1

    rkr

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    Gold Member

    Posted here with permission from Greg since the job posting section is gone. Thanks PF!


    Quant hedge fund in Cambridge, MA seeking full-time developers and researchers

    Domeyard, LP is a start-up hedge fund based in Cambridge, MA. We deploy capital in a variety of asset classes, through the use of quantitative models and low latency trading strategies. Our firm is backed by the founding members of one of the largest quant funds in the world, which has over $55 billion in assets under management (AUM). Domeyard's founding team and early employees have affiliations with MIT and Harvard, and have received numerous accolades from the IEEE, American Institute of Physics, Putnam Competition, MCM, ISEF and 100 Women in Hedge Funds.

    We are seeking additional developers and researchers to join us. We are a fast-growing company: you will influence the early decisions of the firm and have the opportunity to lead a team of developers within months. Your code will often be deployed to handle substantial risk capital. As a developer, you will often work with cutting-edge libraries and protocols that are poorly-documented, and as a researcher, you will often perform self-directed research. Feel free to show us any work that demonstrates your day-to-day interest in coding or science - we would love to see your academic publications, GitHub projects or StackOverflow answers. No financial experience is required.

    Our firm has a flat structure and a casual dress code, and your starting salary will be no less than those of the founders. You will enjoy both the perks of joining a hedge fund partnership as well as those of a startup founding team. You will have the opportunity to travel and meet industry leaders, and will receive health and dental coverage. We welcome cultural diversity and are able to sponsor H1-B visas.

    If any of the following job descriptions interests you, please contact Tommy Anderson at <careers@domeyard.com> with your resume.


    ------------------
    // Algorithmic trading developer
    Responsibilities:
    • Implementing software for low latency trading.
    • Designing message-oriented middleware and internal APIs to publish-subscribe platforms and databases.
    • Integrating external protocols and APIs with our infrastructure.
    • Identifying and managing performance bottlenecks.
    • Developing tools (e.g. numerical libraries, GUIs) to improve research productivity.

    Preferred qualities:
    • Background in computer science, physics, mathematics, or a related engineering discipline.
    • Proficiency with C/C++ in a UNIX environment.
    • Experience with low-level optimization (e.g. memory hierarchy, instruction set architectures, lock-free algorithms, bus overheads, profiling) and multi-core parallelism.
    • Knowledge of operating system internals (e.g. network stack, timers, scheduling, interrupt handling, virtual memory, file systems) and kernel source.
    • Elegant coding style and good taste in API design.


    // Network engineer
    Responsibilities:
    • Evaluating new technologies to accelerate low latency trading.
    • Deploying and maintaining a high-availability environment consisting of servers and databases distributed across multiple data centers.
    • Performance-testing and assembling of server hardware.
    • Managing petabyte-scale databases.
    • Assessing network security and conducting penetration tests.

    Preferred qualities:
    • Proficiency with C and shell scripting in a UNIX environment.
    • Practical knowledge of high-availability server and network architectures (e.g. redundancy, automatic failover, replication, recovery).
    • Experience with network and database administration (e.g. Cisco IOS configuration, packet processing, IPsec VPN setup).
    • Familiarity with performance analysis tools (e.g. tcpdump, sar, iostat) and network/system monitoring tools.
    • Knowledge of TCP/IP, multicast, routing and switching.


    // Quantitative researcher
    Responsibilities:
    • Deploying low latency statistical arbitrage and electronic market making strategies for multiple time zones.
    • Collaborating with developers to implement research and trading ideas.
    • Modeling market microstructure and performing statistical analysis on large data sets.
    • Designing and writing documentation for tools that improve research productivity or trading efficiency.

    Preferred qualities:
    • Background in any scientific, mathematical or engineering discipline.
    • Extensive research experience and an intense passion for solving quantitative problems.
    • Practical experience with writing software in C++, Python, or any other object-oriented programming language.
    • Familiarity with or a strong willingness to learn LaTeX typesetting and declarative programming (e.g. SQL, Haskell).
     
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