Senior Quantitative Engineer

| New York, NY, USA
Employer Provided Salary: 140,000-160,000 Annually
Salary data is provided by the employer. Please note this is not a guarantee of compensation.
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Arbol is seeking an experienced Python quantitative developer. The Ideal candidate is someone who has experience working with analysts, researchers and other quantitative developers in commodities or other financial products. This role requires a developer who has implemented models, frameworks and libraries to enable other stakeholders to focus on their own work.

We are looking for an engineer who is capable of task ownership: taking a task, splitting it into pieces, estimating the amount of work, setting expectations, implementing, covering code with meaningful and reasonable tests, and helping others with their development work by reviewing their code and guiding.

What You'll Be Doing

  • Build, test, deploy and maintain algorithms for pricing and risk management
  • Work with Arbol’s insurance and derivatives teams to perform business-critical analytics
  • Build, grow and scale Arbol’s pricing and risk management infrastructure

What You'll Need

  • 5+ years of experience with general CS knowledge and tools: version control, design patterns, CI, various testing approaches, coding environment setup on different platforms, package managers
  • 5+ years experience using Python
  • 3+ years experience in quantitative development
  • 3+ years experience using numpy, pandas
  • 3+ years with cloud computing (AWS is preferred)
  • Basic math and probability theory knowledge

What's Great to Have

  • Experience with ML/DL python frameworks like TensorFlow or PyTorch is a plus
  • Experience in finance (commodities is preferred)

Candidates for this role must be located in the United States.

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Location

419 Park Avenue South, New York, NY 10016

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