Quantitative Developer

Millennium • New York, NY

2d • $165,000 - $250,000

About The Position

We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines.

The systematic data group is looking for Quant Developer to join our growing team. The team consists of content specialists, data scientists, engineers and quant developers who are responsible for discovering, maintaining and analyzing sources of alpha for our portfolio managers.

This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology and financial markets.

Requirements

• 3+ years of work experience as a financial engineer, data scientist, or quant developer
• Strong knowledge of Python and or C++, Java, C#
• Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow
• Strong SQL and database experience including PL-SQL or T-SQL
• Understanding of typical software development lifecycle and familiarity with: Linux, GitHub, CI/CD
• Ph.D. or Masters in computer science, mathematics, statistics or other field requiring quantitative analysis

Nice To Haves

• Understanding of risk models and performance attribution
• Experience with financial markets such as equities and futures
• Knowledge of statistical techniques and their usage

Responsibilities

• Use finance knowledge and statistical knowledge to analyze potential alpha sources. Present to portfolio managers and quantitative analysts
• Build quant tools to help portfolio managers to research, evaluate, combine alphas, and understand risks
• Design and maintain tools to evaluate and monitor data quality and integrity for a wide variety of data sources
• Engage with vendors, brokers and perform analytics to understand characteristics of datasets
• Interact with portfolio managers and quantitative analysts to understand their use cases and recommend datasets to help maximize their profitability

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Ph.D. or professional degree