Software Engineer

Position Summary

Job Location: 100 Avenue of the Americas, New York, NY 10013

Note: Company "Hybrid" work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team's requirement; telecommuting/working from home is permissible for remainder of the same month.

Duties: Design, engineer, and implement software APIs for Quantitative Researchers to orchestrate sophisticated Machine Learning computations. Apply computer science and engineering principles and analytical techniques to develop/engineer and optimize existing alpha software models to continuously generate profit for investors. Enable alpha model (quantitative financial model to generate excess return) software development by developing/engineering efficient and performant software pipelines and environments. Design and engineer scalable and performant software models by modularizing model components and offloading some components to different computation clusters and on the cloud. Provide first-hand software engineering expertise to Quantitative Researchers as they develop new software models, including integrating third-party open-source libraries to company's software-based modeling environment. Develop/engineer bespoke API software that leverages the company's underlying software platform capabilities to simplify the model research experience.

Minimum education required: Bachelor's Degree in Computer Science, Machine Learning, Artificial Intelligence, or related Information Technology field.

Skills required: Must have knowledge of the following software skills and technologies: software source control (GIT); Java or Python, including developing/engineering low-latency, high-performance, and multi-threaded programming; unit and integration testing; analysis of complex datasets using Python; mathematical libraries including Matplotlib, NumPy, SciPy, Scikit-learn, and Pandas; Unix/Linux; Bash; Version control; numerical programming utilizing statistical or scientific computing libraries; and statistical modeling and estimation techniques, including Distributed Linear Regression and Hyperparameter Tuning. Must also pass company's required skills assessment.

Base salary: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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