OptionMetrics is seeking a strategic, detail-oriented software engineer to join our Quantitative Research team as a Quantitative Developer. You'll be assisting our Head of Quantitative Research in creating and maintaining models for research projects using C++. As a member of our Quantitative Research team, you will have true ownership over your projects from beginning to end, with an emphasis on accountability over micromanagement
What You’ll Do:
- Work with Quantitative Research team to develop software products using C++ and Python
- Engineer new quantitative models and data pipelines in production code
- Provide software prototyping support for new research ideas and maintain current software products
Skills You’ll Need:
- At least 2 years of experience programming in modern C++
- Bachelor’s Degree in Computer Science, Applied Mathematics, or similar engineering degree
- Experience with data processing, mathematical software, and an ability to analyze datasets and software
- Experience working with scientific or mathematical backend software is preferred
- Strong written and verbal communication skills with the ability to handle multiple projects at once
- Ability to work independently and work in a team to improve development processes
What Will Make You Stand Out:
- Experience with Python, Linux, SQL, AWS, Redis, Postgres, Git, Docker, CMake
- Experience with development infrastructure and setting up development environments
- Familiarity with Boost and Eigen C++ libraries
- Experience with quantitative modeling, statistics, linear algebra
- Familiarity with options or derivatives
What We Offer:
- A collaborative environment where everyone's input makes a difference
- Paid time off: Vacation, Personal, Sick days, and Holidays
- Pre-tax commuter benefits (NJT, MTA, etc.) and 401k plan offered
- Full medical and dental insurance coverage
- A bright, open office in Midtown Manhattan near Columbus Circle and steps from Central Park with a great view of Times Square
- The usual drinks and snacks (and we're still small enough to celebrate everyone's birthday with cake!)
OptionMetrics is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to sex, gender identity, sexual orientation, race, color, religion, national origin, disability, protected Veteran status, age, or any other characteristic protected by law. Further, OptionMetrics will not discriminate against applicants for inquiring about, discussing or disclosing their pay or, in certain circumstances, the pay of their co‐worker, Pay Transparency Nondiscrimination .
If you need a reasonable accommodation for any part of the employment process, please contact us by email and let us know the nature of your request and your contact information. Requests for accommodation will be considered on a case-by-case basis. Please note that only inquiries concerning a request for reasonable accommodation will be responded to from this email address.