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Quantitative Developer, GUAS

D. E. SHAW & CO., L.P. · Multiple locations ·

Pay:
$275,000-$275,000/yr
Job type:
Full Time

What you’ll do day-to-day

  • Apply mathematical techniques to research, develop, and maintain software that implements statistical models, investing, and trading for computerized financial strategies.
  • Generate ideas, define research agendas, conduct modeling research, and create and improve investment systems.
  • Design, develop, and deploy distributed real-time systems and tools to support Equities trading, back office activities, and trading systems support engineers in day-to-day operations.
  • Provide real-time trading systems operational support through on-call rotations.

Who we’re looking for

  • Three years of experience working with ETF prospectuses and NAV modelling; convertible bonds; stock short sale volume data; order entry protocols including FIX, Nasdaq OUCH, and NYSE Pillar; developing generative AI tools with LangChain and prompt engineering; real-time Equities trading systems support; performance optimization techniques in Java and Python, including profilers and numba; statistical data analysis, including linear regression and significance testing; optimizing data storage for read/write performance on distributed workloads; building market simulators for backtesting trading strategies and forecasts; building monitoring software for data integrity and coverage; the full software development life cycle, including unit testing, code review, and post-deployment validation; programming experience in Python, Java, C++, and bash on UNIX systems.

A bachelor’s degree in computer science or a related field of study.

The annual salary for this position is $275,000 - $275,000. Our compensation and benefits package includes variable compensation in the form of a year-end bonus, guaranteed in the first year of hire, and benefits including medical and prescription drug coverage, 401k contribution matching, wellness reimbursement, family building benefits, and a charitable gift match program.

The D.E.Shaw group is an equal opportunity employer.

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