Quantitative Software Engineer

Liquidity Lock provides a sessions-based portfolio trading solution for dealers and institutional investors to efficiently and effectively transfer risk without ever tipping their hand. Like a lock operator of a canal, we have a more complete picture than any captain: we know everyone’s size, direction and depth and can coordinate commerce better than any of the competing captains. As a trusted third party with more perfect information, we can apply newer fields of math and find a solution that participants couldn’t otherwise achieve. Liquidity Lock’s offering is unparalleled in its efficiency as we truly value our client’s time, data, efforts, insight and privacy.

Who are we? Our founders changed the post trade counterparty risk space a decade ago by introducing a new methodology that required the largest banks in the world to trust them with their biggest exposures and pricing information, so that they could determine a portfolio of trades to enter to transfer credit risk producing results orders of magnitude better than bilateral negotiations or the incumbent provider.

Founded by pioneers in FinTech, Liquidity Lock aims to reduce inefficiencies in capital markets. This is an exciting opportunity to join our dynamic team and work alongside a cohesive management group that has successfully launched two companies together while building this third venture. Our founder has a proven track record of building (from theory to practice to industry standard) and selling his prior two fintech companies.

We are seeking a highly motivated and results-driven Quantitative Software Engineer with a minimum of 3 years of experience. The ideal candidate will have a passion for tackling complex problems and developing high-quality, well-tested, and robust software solutions. This role is crucial in helping to build our next-generation AI-powered trade execution platform.

• Solving novel mathematical and coding problems
• Developing trade-execution software based on a novel matching engine and user parameters
• Back testing and tracking performance metrics over time
• Designing and maintaining APIs
• Creating and managing ETL pipelines to cloud storage providers
• Integration with third party systems
• Managing internal code review and pull request process
• Writing, reviewing and executing tests
• Writing and reviewing technical specifications
• Providing mentorship and leadership to junior team members.

Qualifications Required:

• Strong coding background or Bachelor of Computer Science

• Ability to quickly and clearly articulate points of view and criticisms

• Minimum 3-5 of experience in software engineering

• Minimum 3-5 years of experience using Python

Qualifications Preferred:

• Masters/PhD in Computer Science, Operations Research or similar fields

• Familiar with Test driven development principles and Agile methodologies

• Dev-Ops experience

• Appreciation of Capital Markets and willingness to question conventions

Salary range:$80k- $120k depending on experience

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