Senior R Programmer

2 weeks ago


San Francisco, United States TEKREQS, Inc. Full time
Job DescriptionJob Description

Senior R Programmer - Quantitative Data Science Platform Team
Location: San Francisco, CA - USA

Have the opportunity to join a start-up product team located in San Francisco, who performing the productization of R by building Open Source libraries and APIs that Data Scientists and Quants around the world will be leveraging at the biggest banks, most elite hedge funds, and financial institutions. These Data Scientists and Quants will leverage products you build in R for timely, accurate data to capture opportunities and evaluate risk in fast-moving markets.

In this brand new San Francisco office this start-up division has identified an opportunity to reach a new client base by building a brand new product that opens their data, core products and visualizations to Data Scientists and Quantitative Modelers.

This product firm’s target client base uses R programming to apply mathematical and statistical methods to financial and risk management problems. As part of this team you will build an R platform that allows these users to bring their algorithms to this product firm’s 30 years of data, not the other way around. To develop their code in a unified environment that can be tested, shared, and deployed easily.

If you want to build a brand new product using R, that empowers users to view and interact with this product firm’s 30+ years of data in a totally customizable way and enables Data Scientists and Quantitative Modelers build their own intelligence and visualization around it, you should join this team

Responsibilities:
• You will get to learn and understand the variety of ways Quantitative Developers interact with this firm’s data; from back-testing trading strategies over years of price history information to modeling and evaluating portfolio risk
• Build new Microservices (and extend features within existing firm’s services) to fit those needs
• Come up with ideas on how to improve the financial data science platform and help implement them.
• Build the platform infrastructure all the way out to the iPython interface

Qualifications:
• Must have 2+ years of experience building and deploying R Packages to production environments
• Experience writing unit tests for R Packages
• Experience interfacing R with external APIs and other programming languages.
• Must possess a Software Engineering and/or Data Engineering mindset with knowledge of Development methodologies such as Agile / Scrum and Software Development Life Cycle (SDLC).

Desired Skills:
• 2+ years of experience building performant, scalable Microservices and frameworks in any Object Oriented Programming language would be extremely helpful.
• An appreciate for how our data sets underpin the world's financial systems - if you don't know anything about finance, you'll pick it up by interacting with a world-class team of market experts.


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