Quantitative Software Engineer

FIRM OVERVIEW

Massar Capital Management is an award-winning hedge fund with superior performance that prides itself on its dynamic, entrepreneurial culture. We trade across global markets including commodities, foreign exchange, fixed income, equities, and derivatives. Our investment philosophy combines fundamental understanding of individual assets with a quantitative and data driven process. We build proprietary technology and develop statistical methods to leverage public and in-house data sets. Our team members combine strong technical skills with a passion for problem solving and an intellectual curiosity about financial markets.

ROLE OVERVIEW

We are looking for a Quantitative Software Engineer to contribute to build our research platform and trading strategies. The ideal candidate would be a mid-level engineer with extensive software development experience in a highly data driven industry like finance, tech or machine learning. Ability to collaborate across teams and support multiple projects is a must.

RESPONSIBILITIES

• Design for the evolving scale and scope of Massar’s quantitative research program
• Build high-performance platforms for quantitative research
• Develop, deploy and monitor models which trade in financial markets
• Write documentation and conduct code reviews
• Promote the best coding practices firm-wide

REQUIRED QUALIFICATIONS

• Degree in computer science or related field
• Development experience on AWS or other cloud providers
• 2+ years of python experience including with libraries such as numpy, pandas, pytorch and tensorflow
• Excellent communication skills, self-starter, quick learner, positive attitude, and team player
• Experience in at least one of the following areas
  • Econometrics, factor analyses, or automated trading
  • Weather data modelling
  • Machine Learning techniques, e.g. neural networks
  • Robotics and/or sensor networks
  • Other high-dimensional, computational heavy data problem spaces

COMPENSATION

The all-inclusive salary for this position STARTS at EUR 95.000. Competitive and performance-related compensation package, depending upon qualification level.