A highly collaborative, fast-growing team, our Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power. You will gain exposure to a variety of activities, which may include: - Developing automated equities trading applications and real-time analytics - Optimizing data ETL pipelines, persistent / in-memory caches and SQL databases - Work alongside quant researchers developing quant signals. - Improving signal research and trading tools infrastructure Desirable Candidates - Undergraduate or higher degree in computer science, machine learning, or other quantitative discipline - Strong programming experience in Python with production-level coding quality - Experience with containerization and orchestration technologies, particularly Docker - Experience with Unix environment and shell scripting - Knowledge of profiling (e.g. VisualVM, async-profiler) and code optimization is a plus - Knowledge of statistics and machine learning is a plus - Willing to take ownership of his/her work, working both independently and within a small team - Prior experience in the financial services industry is a plus - Commitment to the highest ethical standards