My client is a quantitative research laboratory that sits inside one of the world's leading hedge funds. They apply Artificial Intelligence and Machine Learning methods on Big Data to optimize trading strategies / activities. For example, they intend to collect masses of data and develop algos to optimize PnL based on this data. Then, they will get the machines to make predictions on prices, rebalances, gamma hedges, etc.
They are building a team of developers and data scientists / quants in Hong Kong, and they are seeking an experienced Senior C# Developer to lead their development initiatives...
Role and Responsibilities
This developer would have 5-10 years of full-stack software development experience that is focused on scientific research or trading technology. They would be responsible for managing the software development for all projects undertaken. While this hire would have no management responsibility, he/she will access to resources of junior staff who will float between technology and research activities. He/she should be comfortable with working with Big Data as well as Real Time data.
Successful applicants will:
have excellent programming skills in C# as well as an array of scripting languages, including Python and R.
have good "full-stack" software development experience.
have experience in setting up and managing clusters in the cloud for distributed data storage and potentially computation.
have experience with Restful and Streaming API development.
have experience with Big Data, including data staging, curating, and cleaning data.
have experience with real time high frequency data.
Qualifications and Education Requirements
My client would prefer candidates with Masters degrees in computer science, although they will be flexible for the right person. Some background in finance and (in particular) algorithmic trading is a plus, but not necessary.
Expert coding skills in python and C#/Java/C++/C.
Expert in using Zmq, MessagePack, and other methods linked to performing PubSub, Request/Response etc sockets.
Good knowledge of Hadoop and Spark.
Expert in SQL, NoSQL and Time Series DB technologies.
Good experience working with data, from acquisition, to cleaning, to curation to storage and retrieval. Working with large datasets on the order of several TBs a plus.
Strong project management skills.
If you would like to apply for this opening or discuss any other positions within banking and finance technology in Asia, please send an email to Craig.Barnish@bahpartners.com / +852 2544 4479.
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