Quantitative Technologist (Job ID 429583)
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Chicago, IL 60654
Responsible for quantitative research and technology, including but not limited to implementation of order submission and market data protocols, statistical research infrastructure development, creation and optimization of trading and quantitative research algorithms, and other work necessary to increase profitability. Implement algorithms and reasoning about their statistic properties, memory footprint, and performance characteristics. Analyze the trade-offs in the data structures, concurrent and parallel programming techniques, low-level code optimization (vectorization, data structure alignments, cache locality, etc.). Implement matrix-based algorithms using numerical libraries. Make existing algorithms run faster and/or use memory more efficiently by using different software development skills. Leverage knowledge of C++11/14, standard library and template metaprogramming, socket-level network programming, Eigen matrix library, Intel Math Kernel Library, concurrent programming with pthreads, vectorization with AVX instructions, and GPU programming with CUDA. Design and implement scalable software components in a distributed setting.
Applicant may work at unanticipated work locations throughout the US—applicant may work remotely.