Quantitative Developer

Confidential Company  •  New York, NY

Less than 5 years experience  •  Staffing & Recruiting

$80K - $200K
Posted on 09/21/17 by Radhika Arora
Confidential Company
New York, NY
Less than 5 years experience
Staffing & Recruiting
$80K - $200K
Posted on 09/21/17 Radhika Arora

A Multi-Asset technology group is hiring a QuantitativeDeveloper, this team supportsquantitative research, model development, and portfolio management processes for Multi-Asset Solutions (MAS).

Specifically, this group supports the Dynamic Asset Allocation (DAA) group, the all market outcome-oriented product group, the defined-contribution retirement solutions group, the index and factor investment group, and otherquantitativeinvestment groups.

This candidate will focus on building tools to supportquantitative research and portfolio management for our asset allocation business, index and factor business, and otherquantitativeinvestment groups.

Responsibilities:

  • Develop front end tools to aid portfolio optimization, monitoring, trade building
  • Implementation of risk and return models
  • Develop systems for downloading market data from various sources and managing the data repository
  • Leverage existing skills in Matlab, SQL, C#, Python, and Bloomberg

Skills: 

  • Degree in Computer Science/Engineering
  • 3+ years’ experience programming SQL queries/stored procedures (Microsoft SQL Server or Sybase)
  • 3+ years’ experience programming in C#, C++, and Java
  • Experience developing in Matlab, R, or Python (with statistics packages)
  • Experience with Windows and Linux
  • Advanced Excel programming experience
  • Analytical skills, demonstrable curiosity in quantitative research and investment
  • Must demonstrate good communication skills and be comfortable working closely with senior business partners
  • Experience with market data vendors - Bloomberg, QADirect, Barclays POINT
  • Experienceworking withrisk management tools such as RiskMetrics, Axioma Risk or Barra One
  • Experience working in the finance industry

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