Quant Engineer - Vice President

iCapital•New York, NY

4d•$180,000 - $210,000•Hybrid

About The Position

The Quant team's goal is to deliver industry-leading analytical insights that help financial advisors and investors managing their multi-asset portfolios and utilizing alternative assets, meet their long-term investment objectives. The team consists of Quantitative Researchers and Quantitative Developers to research, define, and implement models that will guide clients in portfolio construction, asset allocation, and risk management. The team members have diverse backgrounds such as math, physics, economics, quantitative finance, computer science, and other science and engineering fields, and collaborate closely with business-side colleagues, platform architects, software developers, and product managers to deliver analytics through the software platform for the firm’s clients. The Quant Developers have a core mission of developing robust and scalable quantitative models to deliver portfolio risk analytics capabilities as part of the firm’s commercial technology platform for financial advisors and asset managers. The team members will implement statistical, machine learning, and quantitative financial models, applied to a combination of proprietary, public, and third-party data, to deliver analytics for multi-asset portfolios including alternative assets.

Requirements

8+ years of professional experience in quantitative financial modeling, data science, or software development
Strong programming skills in Python for data analysis, modeling, and software development
Strong problem-solving and communication skills, with the ability to explain technical concepts to non-technical audiences
Able to work in a dynamic and fast-paced environment

Nice To Haves

Knowledge of JAVA/Scala/C++ is a plus
Distributed Systems experience is a plus
Experience with cloud services is a plus

Responsibilities

Develop robust and scalable quantitative financial models and collaborate closely with quant researchers to produce proprietary risk analytics models as part of the firm’s software platform.
Test, validate, and document quantitative methodologies to ensure accuracy, robustness, and transparency.
Develop centralized financial calculation engines powering the firm’s commercial technology platform.
Document and communicate quantitative methodologies and analytics to others including stakeholders and clients.
Collaborate with other teams to ensure risk analytics are delivered through the software platform with excellent user experience.
Collaborate regularly with other stakeholders and partners to solicit requirements, seek feedback and provide updates.