Elsen is building the next generation of market simulation software at the intersection of high performance computing, machine learning, and quantitative finance. We're a small, tight-knit team located in the finance district of downtown Boston.
We are looking for a software developer to help build out our infrastructure which is primarily written in Haskell, C, and Python. An expert knowledge of Haskell is not required, and we are primarily looking for quantitatively minded individuals with a strong familiarity with finance and the ability to implement these ideas in multiple programming languages.
Some things we look for in an candidate ( subset of the following ):
* Open source Haskell involvement ( candiates with strong Github profiles will be given preference )
* Understanding of Haskell web development and database libraries (postgresql-simple, aeson)
* Understanding of various parallelism techniques (threads, software transactional memory, GPUs, distributed computing)
* Deep understanding of statistics
* NumPy/SciPy/Pandas experience
* Experience with DSL design
* Overall fun-loving personality and good sense of humor