Quantitative Developer/Analyst- San Diego

Trading | San Diego, CA, United States

Gelber Group, LLC is a proprietary trading firm headquartered in Chicago, IL (with offices in NJ, CT, CA, and the UK). This particular position is for the San Diego office, where the team applies quantitative methods for trading in equity derivative portfolios on US-listed securities. This is a unique opportunity to join a successful proprietary trading firm. We offer attractive compensation and benefits packages, a casual work environment that fosters innovation and creativity, and an unbeatable climate.

Responsibilities:

Gelber Group San Diego is looking for talented software professionals who will drive the development of our proprietary software and further our trading business. As a quantitative software developer at Gelber, you will write components to connect us to new markets, develop new analysis and simulation tools, work with the quantitative research team to implement and integrate statistical techniques and tools for various trading strategies, reproduce and debug production issues, and maintain and extend the trading platform.

 

Key responsibilities:

  • Design and develop price feeds and order servers for co-located systems at a financial exchange
  • Integrate new trading products & venues as the trading team expands its geographic and financial instrument footprint
  • Design and implement fast, scalable, and efficient systems extending the core connectivity platform for use by trading teams
  • Collaborate with quantitative analysts, traders, and other developers to problem-solve, optimize, and innovate

Qualifications:

  • Outstanding development and problem solving skills
  • Strong understanding of software engineering discipline and best practices
  • Experience with C++ in a Linux environment
  • Experience with C# in .NET environment is beneficial
  • Experience with statistical languages (like MATLAB, R, S-PLUS) is a plus
  • SQL and scripting language experience (e.g., bash, Perl, shell, Python)
  • Experience in dealing with large data sets
  • Ability and desire to work in a dynamic, team-oriented environment
  • Experience with quantitative trading software development is a plus, particularly in exchange protocols
  • Familiarity with hardware-based solutions is a plus
  • Experience with high-performance distributed systems is a plus
  • Strong communication and collaboration skills