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Hanweck Associates

Quant Developer

R&D – Belfast, Antrim
Department R&D
Employment Type Full Time
Minimum Experience Experienced

Overview:
Our Belfast office is looking for an experienced Quant Developer who is looking for a new challenge in the financial technology services industry. Hanweck operates a large scale data environment with petabytes of market and analytic data, and generates real-time data in time-frames from milliseconds to minutes. This is an opportunity to work within a team of people with experience in financial markets, computer and data science, and with a keen interest in discovering new sources of information for financial markets.
 
Responsibilities:

  • Develop and implement quantitative software applications to process and analyze real-time financial market data in a high performance computing environment
  • Maintain and optimize existing software applications, and recommend and implement improvements
  • Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans
  • Regular communication with senior management and technical colleagues
  • Processing, collecting and analyzing financial market data, including high frequency real-time pricing data and reference data
  • Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources
  • Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications

    Education:  3rd level degree (or equivalent qualification) in STEM subject

    Experience:

    • Minimum 5 years of experience in financial markets required (market data, reference data, risk); internships count towards experience
    • Quantitative STEM background with interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience a must
    • Applicants must have experience with financial derivatives markets; corporate actions; securities and derivatives reference data, including futures and options contracts
    • Must have strong programming skills in Java and/or C++; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing.  Programming in CUDA is a plus.
    • Working knowledge with fundamental statistical concepts including Bayesian modeling and hypothesis testing; and techniques such as linear regression, principal components (PCA), tree models, time series modeling such as GARCH, a plus
    • Strong ability to work within a global team, prioritize tasks, and meet deadlines

    Specific Skills:

    • Highly analytical, attention to detail, and quantitative mind, capable of translating analytical insights into actions
    • Demonstrate ability to work as a self-starter requiring limited supervision; take ownership of projects from start to finish from requirements and specifications to QA testing, documentation and production release
    • Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment
    • Flexibility to fit into a small organization, strong interpersonal and team skills are a must

    Why Hanweck?
    At Hanweck there is tremendous potential to learn, grow and seek advancement, while also contributing to policies, decisions, and the direction of the company. We offer extremely competitive compensation and benefits, and provide a highly open, honest, and fun work environment.

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    • Location
      Belfast, Antrim
    • Department
      R&D
    • Employment Type
      Full Time
    • Minimum Experience
      Experienced
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