Senior Simulation HPC Engineer

Job OverviewThe information below covers the role requirements, expected candidate experience, and accompanying qualifications.The Simulation Full Stack Engineer will focus on architecture and development within the team responsible for the Portfolio Simulation platform for the Research Systems group. As a systematic asset manager, Arrowstreet must identify investable trading strategies and implement them quickly and with the highest quality. Having a robust, scalable, and performant simulation platform is thus of critical importance. The Portfolio Simulation platform enables us to quantify the effect of different investment strategy variations (e.g., new instruments, different entry and exit criteria, different trading cost estimates, etc.). To contribute to this platform, the ideal candidate will possess an understanding of large computer systems, code parallelization, data structure memory layout, and financial instruments. The role entails development of software features to solve complex financial challenges in collaboration with the Quantitate Research team as well as design and development of the underlying software infrastructure for executing compute-intensive financial simulations.Responsibilities Work closely with members of the Research group to review and define requirements for systems that simulate the impact of a large number of variations to the primary investment strategiesCreate design proposals for technical solutions that meet the business requirements with high performance, scalability, and maintainability, primarily using Python and C#Design, develop, and support systems that run in on-premise data centers and on AWSLead technical design discussions within the team to gather feedback, discuss the merits and risks of different approaches, and reach consensus on the target architectureCollaborate with other team members on development tasksPromote high quality code via code reviewsProvide production support for the platform to prevent disruptions to investment processesQualificationsBachelor's degree in Computer Science, Computer Engineering, or a related disciplineExperience working with large, high-performance, distributed systemsExperience designing and developing complex production systems in PythonUnderstanding of computer systems architecture, operating systems, I/O and memoryA passion for software development and a desire to learn new technologiesExperience with developing cloud native solutions on public cloud, preferably AWS, is a plusUnderstanding of financial mathematics and trading strategies is a plusExperience working with kubernetes is a plusData Engineering experience is a plusEnjoy analytical problem solvingAttention to detail, drive, energy, enthusiasm and maturityArrowstreet Capital is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world. Arrowstreet Capital is an equal opportunity employment firm that values diversity and inclusion. All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, gender identity, genetic information, age, sexual orientation, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law. For more information, please refer to the Know Your Rights poster, as well as the following Pay Transparency statement.Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans. If you need a reasonable accommodation for any part of the employment process due to a disability, contact us to discuss the nature of your request and contact information.PDN-98299e6b-899b-4bdd-8aeb-6ebad761c898

Created: 2025-01-11