Description

You will design, build, and deploy production-grade quantitative models and portfolio optimization tools. You translate complex research requirements into scalable technical solutions that enhance investment decision-making.

Responsibilities

• Design and deploy robust quantitative models and optimization tools for production environments.
• Collaborate with research and investment teams to define and implement scalable technical solutions.
• Write clean, efficient, and well-documented code with automated testing and peer reviews.
• Maintain existing models, troubleshoot production issues, and implement enhancements for evolving strategies.
• Participate in Agile development cycles to deliver features iteratively and improve team processes.

Required Skills

• 5+ years of experience in quantitative development or related engineering roles.
• Expert proficiency in MATLAB for developing and validating complex mathematical models.
• Extensive experience with Python, specifically using pandas for data analysis and scripting.
• Strong ability to write and optimize complex SQL queries for large datasets.
• Bachelor’s degree in Computer Science, Engineering, Quantitative Finance, or a related discipline.
• Deep understanding of asset management principles, risk metrics, and pricing models.
• Strong mathematical, statistical, and analytical capabilities for model development.

Preferred Skills

• Experience with Databricks for data processing and workflow management.
• Familiarity with financial statements and quantitative investing data structures.

Key Skills

Education

Bachelor's degree