Senior Software Engineer

San Francisco
Engineering
Full-time
Theorem (www.theoremlp.com) is a San Francisco based company at the intersection of technology and finance.

An innovative investment fund with approximately $700M assets under management, we combine quantitative research, software engineering and rigorous scientific investigation to build credit portfolios that produce strong and consistent yields across business cycles.  

What you’ll do

    • You’ll develop and implement solutions for real world, large-scale machine learning/statistical problems.
    • You’ll build and maintain our best in class execution systems, data pipeline, backtester and model validation systems
    • We’re exploring ideas across multiple disciplines: computer science, statistics, biostatistics, survival analysis and epidemiology including supervised learning, natural language processing, imbalanced data and anomaly detection, time series, feature extraction and selection, and many, many other areas.

What you bring to the table

    • Professional experience in designing systems, and with numerical or scientific computing.
    • We value correctness, maintainability, elegance, and testability of code. We want to do things the right way over just getting things “done.”  We’re strict about our code style and quality so that you don’t have to spend your time tracking down other peoples’ bugs.
    • Coding skill in Python, C++ or similar. We currently use Python, but welcome developers of any background, as long as you can pick up Python.  Experience with numpy/scipy/pandas is a big plus.
    • Experience with databases and dev ops preferred. Machine Learning experience is a big plus, but not required.
    • Experience in writing fast code (especially numerical code) is a big plus.   (No, we are not a high frequency trading shop.)
    • Experience doing research in any scientific field is a plus.

About us

    • Founded in 2014 by a Google software engineer and a Morgan Stanley quant trader, we are backed by some great investors, including Y Combinator and Two Sigma Ventures
    • We are profitable, managing approximately $700M, including investment from non-profits and university endowments
    • We are a small, passionate, and collaborative team -- fewer than 20 research, engineering and finance and operations professionals with a diversity of backgrounds and ideas
    • Every member of the team has a major impact on the company's success with visible contributions to the business
    • We deeply value intellectual curiosity, creative idea generation, and close collaboration
    • We seek talented individuals who are thoughtful, innovative, tenacious and interested in a mission-focused team environment
    • We share ideas informally at team lunches, academic paper discussions, and through our bi-weekly All-Hands meetings
    • Company events are inclusive and fun, with expeditions to food trucks and michelin-starred local restaurants, and annual trips to Montana and Stinson Beach featuring hiking and cooking
    • We are located in SoMa in San Francisco, a vigorous 12-minute walk from BART and CalTrain
    • We offer competitive salary and opportunity for equity ownership, generous benefits, and an inclusive and collaborative work environment
We invite you to apply if you’re interested in working with collaborative, respectful, eagerly-nerdy individuals who delight in solving hard problems together.  

And yes, Theorem is an equal opportunity employer and we provide work authorization sponsorship.