Research Infrastructure
We’re looking for a uniquely talented software engineer to join our world-class team. PDTers are creative, energetic, friendly, entrepreneurial, and collaborative. If you could walk around our office, you’d see that we’re a focused, intent, and nimble company. Our engineers love to work on challenging and complicated problems, and in return, they have a chance to make a direct impact on our bottom line. For the right talent, there is fantastic growth potential.
Research at PDT requires significant compute capacity, and as such, we are looking for a talented engineer that understand the importance of how a well-built infrastructure supports complex scientific research.
Expectations:
- Maintain, develop, and re-imagine extensive internal research stack that continues to be a differentiating factor for PDT business, including container, distributed algorithm, grid-abstraction, and calculation frameworks used by researcher and production teams.
- Allow the scale, algorithmic complexity, and performance of our HPC grid to be accessible to a diverse set of research users and use cases.
- Partner with our research team to understand future research directions, and build the next generation of technologies for alpha, signal, and portfolio construction.
- Competence with linear algebra, calculus, numerical analysis, and wide range of model estimation techniques a big plus.
Below is a list of skills and experiences we think are relevant. Even if you don’t think you’re a perfect match, we still encourage you to apply because we are committed to developing our people.
- Exceptional programming skills
- Passion for infrastructure development
- Masters (or equivalent experience) in computer science, statistics, mathematics, or a related field
Preferred Qualifications:
- Experience with Machine Learning systems
- Experience with C++
- Experience with the Python scientific stack
Top Skills
What We Do
PDT, which stands for Process Driven Trading, was founded by Peter Muller in 1993 as a proprietary trading group within Morgan Stanley. In 2013, after establishing a 19-year track record finding inefficiencies in financial markets, the group spun out of Morgan Stanley to become an independent investment management firm, PDT Partners.
Today we are a leader in the field of quantitative finance, known for our rigorous scientific, systematic, and model-driven approach to investing, with multiple billions in assets under management.
Peter Muller, Founder and CEO, and a small group of managing partners lead around 200 scientists, engineers, and professionals in New York and London.
