A leading global investment firm, managing a wide range of investment funds worldwide across multiple asset classes is seeking a Quantitative Lead to join their team in New York. This firm encourages an entrepreneurial spirit and for people to strive for success. You will be empowered by top leaders in the industry to do your best work and propel your career forward.
This candidate will join a new specialized team of engineers, quants and data scientists to design, build, deploy and operate their next generation research and trading capabilities. The team works jointly with portfolio managers, trading and operations.
- Lead strategic agenda regarding requirements, patterns, stacks and frameworks to use in alpha research, optimization, simulation and trading.
- Lead the design, development, validation and deployment of quantitative models and APIs to backend-services (machine learning/compute) in support of the above.n the firm.
- Work jointly with portfolio managers, and various technology and data teams within the firm, capturing requirements, and monitoring delivery.
- Graduate level training in a quantitative field (CFA, FRM and/or CQF is a plus).
- 10+ years of relevant professional experience.
- Proficiency in at least one of the following: C/C++, Java/Scala or C#/F#.
- Proficiency in at least one data science stack: Python/R/Spark/Julia.
- Strong coding, debugging and analytical skills.
- Experience in an alpha research, portfolio optimization or trading environment.
- Experience leading and managing teams and projects.
- Experience deploying, managing of HPC/Big Data services.
- Experience building, managing of high-performance simulations.
- Experience with low latency and high throughput systems.
- Experience researching, designing, developing and deploying at least one of the following: factor models, alpha signals, portfolio optimizers, pricers, trading algorithms.