We have an automated trading system which plays the stock market and makes us a bunch of money. The job consists of extending the trading system, developing new strategies (note: strategy == code), and some maintenance work (making our FIX talk to their FIX, tax calculations, etc). You should be ready to be involved in all aspects of the company - specialization is for insects . Yesterday I did numerical optimization, today I'm trying to make trac work with apache.
Bug reports tend to start off very vague: "We haven't made any money this month on $SET_OF_SECURITIES" or "We seem to lose $BIGNUM in $SHORT_TIME several times a day, WTF!"
We don't much care about your experience with any particular technologies. We are a Java/Ruby shop, but my resume has neither Java nor Ruby written on it (I last used Java in college in 2001). We also aren't looking for managers (with 4 people management is irrelevant) or interface designers (we are all happy with the command line).
Aliens are cool, but you will need to move here (I'm the only USian here).
Java / Ruby is an odd choice for trading particularly HFT, everyone else I have seen seems to be using C++ / C.
Though its not as odd as compared to a quant [from a large bank which held an info session at my unive] who I met last week and told me that he uses VBA + Perl (for research not trading though).
Bug reports tend to start off very vague: "We haven't made any money this month on $SET_OF_SECURITIES" or "We seem to lose $BIGNUM in $SHORT_TIME several times a day, WTF!"
We don't much care about your experience with any particular technologies. We are a Java/Ruby shop, but my resume has neither Java nor Ruby written on it (I last used Java in college in 2001). We also aren't looking for managers (with 4 people management is irrelevant) or interface designers (we are all happy with the command line).
Aliens are cool, but you will need to move here (I'm the only USian here).