Quantitative Developer

Our client, a global, multi-strategy investment management firm, has an opening in its NY office for an experienced Quantitative Developer to support the build out of systematic equity stat arb strategies. The successful candidate will have direct experience in quantitative platform design & infrastructure and will be driven, self-motivated, and excited to work as part of a dynamic and growing team.

Required Background

· At least 6+ years of relevant experience in quantitative development, preferably within a buyside environment

· PhD/Masters/undergraduate in a relevant quantitative subject, e.g. Computer Science, Applied/Financial Mathematics, Quantitative Finance, Statistics or related field

· Technical experience in writing/formulating functional specs and documentation

· Ability to understand financial data processing: mapping/cross-referencing, cleaning, corporate action processing

Skills

· Python

· SQL (preferably PostgreSQL) database design and administration, including performance measurement/tuning

· Experience with AWS and Linux

· Experience working with version control systems (GIT), ability to act as a “librarian” would be a plus

· Other software engineering knowledge that includes real-time systems, communication protocols, network/system architecture would be helpful

Required Background

• At least 5+ years of experience in quantitative research, preferably within a buyside environment with a focus on statistical arbitrage learning techniques
• PhD or Masters in a relevant quantitative subject, e.g. Computer Science, Applied/Financial Mathematics, Quantitative Finance, Statistics or related field
• Strong programming skills (Python and other languages)

Other Requisite Skills

• Knowledge of portfolio construction, portfolio optimization and transaction cost models
• Strong communication skills
• Driven and self-motivated

Job Type: Full-time

Pay: $300,000.00 - $400,000.00 per year

Experience level:

• 6 years

Schedule:

• 8 hour shift

Ability to Relocate:

• New York, NY: Relocate before starting work (Required)

Work Location: In person