Quantitative Developer

Posted 28 May 2024
Salary 300000
LocationNew York
Job type Permanent
Discipline Data & AI
Reference69154
Contact NameAndy Burgess

Job description

Quantitative Developer | New York 

About Us

Our client is a leading alternative investment manager with a 30-year legacy of fostering a culture of learning and collaboration. Their team includes some of the most talented and accomplished investment professionals, researchers, and engineers globally. They empower their colleagues to test their ideas and develop commercial solutions that accelerate growth and drive real impact.

About the Team

Our client's team sits at the intersection of a fundamental investment approach and quantitative rigor. Teams of quantitative researchers and developers work together to build and scale one of the largest portfolios in the market by optimizing various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. Their teams are small and highly collaborative – each member makes meaningful contributions to the research agenda and direction and has a visible impact on investments.

Technology is at the core of their business. Embedded within the team, the Engineering group builds the tools and platforms that enable and drive quantitative research. By building analysis tools into a common platform, they empower their team to work more effectively, easily share research, and collaborate on ideas. In addition to providing shared frameworks, the team makes ideas and models production-ready and scalable so they can be applied in a systematic trading environment. Engineering in this group is highly collaborative, and they are looking for people who can work effectively in small, close-knit teams.

Key Responsibilities

Our client is looking for engineers who can work directly with their research teams to enable research systems and productivity across the entire stack. Your impact could include:

  • Building a unified system that allows researchers to access and look at data, and to build, fit, and backtest models in production-ready and simulation environments.
  • Working directly with researchers and traders to identify pain points to resolve and new functionality required to support modeling efforts.
  • Building products and frameworks to provide insights into the investment process and performance (curated APIs, visualizations).
  • Providing a coding environment and a variety of data and platform services, which allows for a substantial impact on efficiency, the ability to share and collaborate on research, and ultimately improve time-to-market of business-critical quantitative analytics.

Requirements

  • BS or MS in a relevant and highly technical field (computer science, math, physics, etc.).
  • 6+ years software development experience, with strong experience in building high-quality software in Python.
  • Strong interest in the research process and understanding business needs.
  • Ability to own end-to-end engineering processes.