Quantitative Engineer II
dv01Full Time
Mid-level (3 to 4 years), Senior (5 to 8 years)
Candidates must be pursuing a bachelor's, master's, or PhD in computer science, electrical engineering, computer engineering, physics, mathematics or any related science discipline with an expected graduation date between December 2026 and June 2027. Excellent software development skills in Python, strong problem-solving and statistics skills, and a strong understanding of object-oriented design, data structures, and algorithms are required. Experience with asynchronous and multi-threaded software, handling large data sets, and network programming is also necessary.
The intern will design, develop, test, and deploy proprietary software solutions for complex algorithmic trading systems. They will optimize large-scale data processing and modeling, collaborate with researchers to translate trading strategies into production software, and build software to manage risk and execution. The role also involves automating trading strategies, implementing algorithmic trades, managing day-to-day technology requirements, and evaluating new technologies.
Proprietary trading and risk management firm
RGM Advisors engages in proprietary trading using its own capital to operate in various financial markets. The firm focuses on developing trading strategies that utilize advanced technology and data analytics to manage risk and pursue high returns. By serving institutional clients such as hedge funds and investment banks, RGM Advisors maintains a flexible business model that allows it to trade its own money, rather than clients' funds. This approach enables better risk management and the ability to generate revenue through trading profits, achieved by employing sophisticated algorithms and market-making strategies. RGM Advisors is distinguished by its global presence and its commitment to attracting top talent, providing them with the tools needed to excel and rewarding exceptional performance.