Responsibilities:
* System Development: Design and implement scalable workflows for data ingestion, transformation, and model execution.
* Distributed Systems: Maintain and enhance distributed systems for both research and production environments.
* Hybrid Workloads: Manage and deploy workloads across on-premise infrastructure and AWS.
* Collaboration: Work closely with quantitative analysts and engineers to improve platforms and integrate advanced tools.
* Performance Optimization: Ensure systems are reliable, reproducible, and perform well under high load conditions.
Preferred Technical Skills:
* Programming Languages: Strong proficiency in Python, with experience in C++ and C#. Familiarity with strongly typed languages is essential.
* Distributed Computing: Experience with frameworks like Dask and data processing tools such as Polars.
* Orchestration and Databases: Knowledge of orchestration tools (e.g., Dagster) and databases (e.g., MongoDB, PostgreSQL).
* Cloud Experience: Hands-on experience with AWS and managing hybrid workloads.
* Adaptability: Ability to work independently and quickly adapt to new technologies.
Preferred Experience:
* Industry Experience: 5+ years in quantitative finance or options trading.
* Open-Source Contributions: Experience contributing to open-source projects or developing reusable tools.
* Additional Technologies: Familiarity with React, Node, Redis, Solace, ZMQ, and RedHat.
Start Date: ASAP (willing to wait up to 6 months for the right candidate)
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