Dorsia Investment Group, LLC
We are a proprietary trading firm (like a hedge fund but without outside investors) founded by two quants in 2012. We seek to identify and profit from short-term price discrepancies in equity markets around the world.
You will work with some of the smartest minds in the industry that have managed to generate returns that have been among the best in class every single year since inception. As a software engineer, you will work closely with the founders (who are also programmers) and the team lead to build software that powers trading and research.
As an early stage hire at a highly successful prop trading firm, you will have the rare opportunity to influence and participate in the growth, direction and culture of the firm and what it will eventually become.
Our environment is particularly well suited to driven, self-motivated programmers who like the flexibility of working from home and like to spend a majority of their time doing technical work rather than project management.
We are a small firm of technical people, and there is currently only one dedicated developer. You would be the second and so will have a big role in created our engineering processes. Our goal is to follow robust coding practices while staying lean.
You'll see a lot of core system design, which is perfect for the person who likes to architect systems from the ground up — i.e. which communication protocol do we choose between client and server? which database access technology? How much do we rely on stored procedures? How do we implement access control? How do we integrate Python with C# in a way that gives flexibility to quants? Which GUI framework do we choose?
As we grow, we are constantly thinking about how to organize the various streams of data the firm uses in a highly efficient and robust way.
Build a comprehensive system for tracking P&L and risk. This synthesizes various data sources (market data, position data, etc) and involves designing a complex server/client interface and creating an intuitive GUI/user experience.
Research usage possibilities and APIs for several data services and integrate feeds into the system. [OneTick time series database and query language, FactSet, Bloomberg].
Design/implement a real-time change notification service. [ASP.NET with SignalR? Protocol buffers with gRPC? Message Queues?]
Implement real time communication with our Execution Management System using protocol buffers over gRPC. [Execution feed, order management]
Our culture is casual with a start-up feel. We care deeply about efficiency and robust tech, but not how you choose to manage your schedule. We care about our lifestyles but don’t want to dictate yours.
Since the members of our small team all work remotely, we periodically like to meet in person for a long weekend at a time and itinerary that works for everybody. For example, our last trip was a private yacht charter between Miami and Bimini.
Interested in this company?
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