Monthly Archives: June 2008

2 new jobs at Alphacet (Stamford, CT)

Job 1

Lisp Developer at Algorithmic Trading Software Vendor

We are looking for a Full Time Lisp developer with very strong math skills that also has experience with developing trading strategies and doing quant research in Lisp.  Your work would consist of:

Coding functions that will be included in the system library and provided to customers (currently we have 500 functions completed covering everything from technical analysis to every major machine learning routine)
Coding complex machine learning routines to be included in the system library, with a focus on exposing every possible parameter and intermediate data series to the user, e.g., writing linear regression so that the coefficients, residuals, etc. are accessible data series and so that the least squares metric can be replaced with other variants by simply slotting in the new function name into the keyword based call.
Using profiling tools to assist with identifying functions that can be optimized for faster processing.
Working with an in-house product specialist and the CTO as well as quants at customer firms to develop functions in Lisp for customers on-demand (about 50% of your time), as well as assisting with strategy development (if you also have those skills).
Documenting Lisp functions
FFI work to C/C++, R and compiled MatLab functions
Assisting with extensions to the core Lisp engine (new preloaded functions, etc.)

We are the emerging leader in the space and have an enterprise class platform for building arbitrarily complex algorithmic trading strategies in a completely codeless drag-and-drop environment (strategies look like flow diagrams).  The system’s main server component is written in Lisp with an in-memory database.  We have a heavy focus on machine learning functions that can be embedded into the strategies.  The system is used for real-time high frequency trading, and backtests with enormous datasets and very computationally expensive routines.

Experience that would be a major plus, but is not necessarily required:

Advanced degree in quantitative discipline, e.g., Financial Engineering, Physics, Math, Statistics, Comp Sci, etc.
Have worked at hedge fund or prop trading firm or bank developing trading strategies
Experience developing machine learning algorithms such as neural nets, genetic algos, decision trees, Bayesian nets, hidden Markov models, particle swarm optimization, genetic programming, clustering, regressions, etc.
MatLab, C/C++ and R development experience
Working with threaded Lisps and real time systems, large datasets etc.

This position is for the Stamford, CT office, though if you are near the Petaluma, CA office and unable to relocate we would consider this as well.  Please feel free to contact us even if we neglected to contact you after you responded to previous job postings.    Please contact Rosario Ingargiola, CTO at Alphacet via rosarioi@alphacet.com .

Job 2

Product Specialist w/ Basic Lisp Dev Skills at Algorithmic Trading Software Vendor

The Product Specialist will become an expert user of our enterprise class application for the drag-and-drop based codeless strategy development, analysis and deployment application, and assist sales executives with product demonstrations and presentations, and handle client implementations and provide ongoing training and support. The Product Specialist will be will be instrumental in managing customer relationships during the implementation process and continued licensing usage.

Pre-sales: Assist sales team with product demonstrations and presentations. Provide training and implementation support to customers.  Be able to understand and explain the Lisp code for any of the more than 500 functions in a growing library and help with improving documentation for those functions based upon customer questions/comments.
Post-sales: Assist with proprietary historical data upload and import of shared libraries that have been interfaced to Lisp.  Help clients to expand proprietary strategy libraries by writing strategy logic and basic functions in Lisp. Work with other senior Lisp developers on development team to help define and then test more complex functions or strategies.  Provide production support to customers via phone, e-mail or on-site. Assist customer in optimizing business processes around Alphacet Discovery. Interact with development team (issue reporting, new feature requests).
Use experience supporting customers to improve product documentation and training methods.

Major pluses, though not required:

Degree in quantitative discipline
Trading firm experience
Greater than basic Lisp development capabilities
Other development/IT and sales engineer experience

About Alphacet:  The Company Alphacet, Inc. develops innovative software and solutions for quantitative analysts, traders and portfolio managers.  The company’s flagship product is Alphacet Discovery, the only completely integrated solution for complex quantitative strategy development and deployment in the marketplace today. Alphacet Discovery seamlessly connects to leading market data vendors and market database partners, and provides advanced code-less financial modeling tools that allow ‘on the fly’ programming, back testing and walking forward of strategies – all through a revolutionary drag & drop interface.  The company was founded in 2007, building on development that began in 2003, based on pioneering work by researchers at
the University of California.  Alphacet is headquartered in Stamford, Connecticut, with development facilities in Petaluma, California.

This position is for the Stamford, CT office only.  Please contact Rosario Ingargiola, CTO at Alphacet via rosarioi@alphacet.com .

Computer programmer, Invertebrate Zoology, American Museum of Natural History

Sweet: “Seeking a programmer for bioinformatics applications. Will be working on the POY project which centers on creating evolutionary trees from genomic and other data. B.S/M.S. Degree in Computer Science or Engineering. Experienced with sizeable applications preferable in a functional language (ML, Lisp, Haskell, Ocaml) Experience in parallel computing, UNIX/LINUX environments.”

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