Quant Developer

  • Base + Bonus
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • IJC Associates, Inc
  • 21 mars 19

A Global Investment firm that focuses on discretionary long/short equity investing and makes significant quantitative and macro investments is seeking a Quant Developer.

As a Quant Developer, you will support a team of researchers to build software infrastructure to productionize trading ideas.

Responsibilities

Develop and improve research & portfolio infrastructure for a quantitative based investing system
Develop code to help with portfolio construction including factor optimization and machine learning
Work on additional projects related to systems integration, analytics and data engineering
Write efficient, modular, and dependable code, packages, libraries, and scripts
Document all work extensively and train teammates on use of work products you develop

Desirable Candidates

MS degree in computer science or equivalent experience
3+ years professional experience developing infrastructure to support quantitative investing
Hands-on experience developing backtesting systems and research infrastructure
Have strong programming skills in Python and SQL
Strong written and verbal communication skills and proven ability to collaborate with others
Experience developing tools & optimizers to manage exposures preferred, but not required