Job Description

Introduction

Boothbay Fund Management, LLC is a multi‐manager, multi‐strategy firm with 100+ alternative asset managers trading strategies across a spectrum of asset classes globally. Boothbay launched its flagship strategy in 2014. Boothbay has its primary office in NYC, and additional offices in London, and Westchester. The firm is operated with an entrepreneurial spirit and is continually seeking to improve and expand.

Role

We are seeking talented and passionate C++/Python Developers to join our Quantitative Management Division. In this role, you will be responsible for developing and implementing key infrastructure systems, such as Order Management, Simulation platforms, Back testing frameworks, and database solutions, to support our quantitative trading strategies and research initiatives. You will work on optimizing and maintaining high-performance software systems that handle large datasets, perform real-time data processing and integrate seamlessly with complex trading models.

Responsibilities

• Collaborate with development team, engineers, and researchers to develop and implement key firm infrastructure, including data handlers, simulation platforms, back testing frameworks, and database solutions.
• Execute all development/testing stages from concept to final hand‐off to engineering.
• Take ownership of existing applications and processes.
• Conduct testing to identify and fix issues.
• Set up, monitor, and troubleshoot jobs related to trading.

Qualifications

• A master’s degree in; Mathematics, Statistics, Physics, Engineering, or Computer Science.
• 5‐10 years development experience in financial markets.
• Strong programming skills in C++ and Python on Linux.
• Experience with streaming data, and messaging middleware.
• Strong knowledge on Multithreading, Data Structures, and Algorithms.
• Exposure to source control, build systems, and issue and release management.
• Experience with time series, and/or columnar database desired
• Minimum of 2 years’ experience with TAQ data, and exchange connectivity.
• Ability to clearly and effectively articulate thoughts.
• Excellent analytical, organizational, and time management skills.
• Ability to perform well in a fast‐paced environment.

Compensation

• Anticipated Salary Range: $150K ‐ $200K base salary, plus eligible for discretionary bonus commensurate with performance
• Benefits include Health insurance and 401(k)

Primary work location

• NYC and Westchester, or London

Send resumes to:  snewman@bbaymgmt.com

Restrictions

• Telecommuting is OK
• No Agencies Please

Requirements

• A master’s degree in; Mathematics, Statistics, Physics, Engineering, or Computer Science.
• 5‐10 years development experience in financial markets.
• Strong programming skills in C++ and Python on Linux.
• Experience with streaming data, and messaging middleware.
• Strong knowledge on Multithreading, Data Structures, and Algorithms.
• Exposure to source control, build systems, and issue and release management.
• Experience with time series, and/or columnar database desired
• Minimum of 2 years’ experience with TAQ data, and exchange connectivity.
• Ability to clearly and effectively articulate thoughts.
• Excellent analytical, organizational, and time management skills.
• Ability to perform well in a fast‐paced environment.

About the Company

Boothbay Fund Management, LLC is a multi‐manager, multi‐strategy firm with 100+ alternative asset managers trading strategies across a spectrum of asset classes globally. Boothbay launched its flagship strategy in 2014. Boothbay has its primary office in NYC, and additional offices in London, and Westchester. The firm is operated with an entrepreneurial spirit and is continually seeking to improve and expand.

Contact Info

• Contact : Steven Newman
• E-mail contact :  snewman@bbaymgmt.com
• Web : 

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