We are seeking a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. Responsibilities: • Build and maintain scalable web services for applications and front office users • Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services • Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation • Build and maintain quant libraries in Python. • Promote best coding practices within the firm Requirements • Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering) • 7+ years of relevant experience in hedge Funds, investment banks or financial services domain • Excellent quantitative reasoning and software design • Demonstrated professional Python skills • Clear grasp of SQL and relational database fundamentals • Web development skills • Strong verbal and written communication skills • Operates with the highest degree of ethics and integrity Nice to have: • Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options • Proficiency in another programming language such as C#, Java or C++ • Experience with AWS