Quantitative Research Engineer
About The Position
The Research Engineer (RE) contributes to the creation and implementation of research ideas and solutions through the design, development, and maintenance of the firm’s proprietary research models and libraries. This includes the ability to understand and properly implement, test, refine, and expand upon mathematical models in the development of our investment strategies and risk and portfolio management system. As a member of the Research department, the RE is involved in idea generation and scientific research, with a strong focus on the technical and data aspects. The RE may also work in a cross-department capacity with colleagues from Market Data, Operations, Trading, and others.
Requirements
- Bachelor’s degree in Computer Science or quantitative/science field (Physics, Math, Engineering, Computational Biology etc.).
- Expertise in at least one common programming language (e.g., Python, Java, C/C++, .NET, MATLAB).
- Knowledge of relational database concepts.
- Innate curiosity with a passion for applying technology to solve problems.
- Strong mathematical and analytical skills.
- Interest in financial markets and/or quantitative investing.
- Excellent interpersonal skills and ability to succeed in a team-based collaborative environment.
- Effective verbal and written communications skills.
- Ability to interact with users of varying levels of expertise and communicate technical information to non-technical users
- Self-motivated and possessing a solid work ethic.
- Ability to work in a dynamic, fast-paced environment.
- Strong attention to detail.
Nice To Haves
- Master’s degree or PhD in Computer Science or other technical field of study or 1 year of engineering experience in a corporate setting.
- Experience with modern software development tools (revision control, testing framework, build scripts/tools, issue/bug/defect tracking, collaborative tools, etc.).
- Experience working with large data sets.
- Experience with open-source projects.
- Experience with finance and/or quantitative investing.
Responsibilities
- Work with Researchers, Operations, Trading, and/or Market Data departments throughout the development cycle – from prototyping during the initial exploratory phase of a project to incorporating new models and innovations into the production system.
- Implement, test, and document new models or changes to existing systems.
- Develop and improve monitoring, data visualization, and analytics capabilities using modern technologies.
- Improve and maintain our existing library of software functions.
- Participate in code and design reviews of Research software.
- Improve the design and efficiency of our systems with advanced, up-to-date industry trends and technology.
- Be an active participant in the development of our simulation and back-testing platforms.
- Monitor, support, and troubleshoot our live system of models, in collaboration with production teams.
- Work with users to analyze current procedures and suggest process improvements.
- Provide multi-faceted information to other departments, including bespoke data requests and answering basic due diligence and performance questions.
- Keep up to date with industry trends and current technology and share knowledge with colleagues.
- Contribute to the scientific research process by learning and advancing knowledge of our models and the finance industry.
Benefits
- Parental leave
- 80% tuition reimbursement up to $50,000
- an annual $2,000 vacation allowance
- employer-funded Health Savings Account
- a $10,000 family forming HRA benefit
- group health, dental and vision benefits
- a $1000 fitness allowance
- free onsite massages
- a 401(k) matching 100% up to 9% of your salary, plus an additional annual employer discretionary contribution, up to 7.25%
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
