Senior Associate - Quantitative Developer
- Newark, NJ, États-Unis Newark NJ US
- CDI, Plein-temps
- The Resource Collaborative
- 28 juin 18 2018-06-28
Our client is one of the largest fixed income managers in the world, with close to $400bn in AUM. The firm is headquartered in Newark, NJ, with additional offices in London and Singapore. The firm prides itself on taking a deeply resourced approach to their investing, creating specialized areas of excellence across the fixed income markets. They utilize a rigorous fundamental research heritage, aided by their 78 career analysts operating in a highly collaborative yet specialized manner.
What makes this organization truly unique, from an employee perspective, is the exceptional culture that pervades the firm, from senior leadership to the most junior talent. The firm has a long-standing track record of retaining and promoting its talent, resulting in a close-knit community of down to earth and low ego investment and support professionals. The caliber of individual at the firm is exceptional, both in their career track record and in their conduct with one another, not to mention the firm's keen focus on doing what is right for the client.
The Quantitative Research and Modeling (QRM) Group in Fixed Income is looking to add a team member on the Senior Associate (Director) level to work on the implementation of a world-class infrastructure to support the research and development of relative value models and trading strategies with a focus on global interest rate, credit and FX markets. The group covers all major global public fixed income markets, and they model credit, interest rate and foreign exchange risk. They work closely with portfolio managers and traders as well as with colleagues in risk management, structured finance research, and application development.
- Design and contribute to technical and analytical solutions to meet business needs in an asset management environment
- Work with the technology team to build an in-house analytics platform
- Engage portfolio/risk managers to understand business requirements
- Programming, as part of a quantitative development team, and contribute to a core library of models
A successful candidate should possess:
- A degree in a quantitative field (science, math, finance or engineering) with a strong technology background
- Strong programming skills in both scripting (Python, R or Matlab, etc.) and compile languages (C++, Java or Scala, etc.).
- Good understanding of system architectures and requirements for asset management business. Experience with risk and attribution a plus
- 3+ years of experience in fixed income quantitative development (buy-side preferred)
- Experience crossing multiple disciplines to set up full-stack technology solution.
- Not required, but highly desirable:
- Familiarity with Spark, Hadoop, In-Memory DB, Kafka, docker or AWS.