Quant Developer - IT

Urgent Hiring for Quant Developer

- The quantitative analytics team within Quants will responsible for hosting and implementing the models from methodologies for Quants, which can be leveraged by other businesses.

- The Quantitative Analyst will work closely with the other quantitative development team members, business users and IT colleagues to implement java/python prototypes and test new models for portfolio management solutions (QUANTS), as well as support and enhance existing systems in that domain.

Duties & Responsibilities include :

- Prototype for risk management, portfolio analytics, asset management models in a financial services setting.

- Automation framework of test cases to maintain quality of in house-developed java libraries.

- Write and review documentation for the implemented models and code libraries

- Implement standards, processes, and tools for numerical library testing

- Review implementation of complex models and algorithms focusing on requirement verification and code quality. Conduct code review with peers and model developers and obtain their feedback.

- Provide production support for the numerical libraries and business systems as needed.

- Provide support to business users explaining the numerical output and investigating issues.

Qualifications :

- The requirements listed are representative of the knowledge, skill, and/or ability required.

- Reasonable accommodations may be made to enable individuals with disabilities to perform the primary functions.

Software & Programming :

- Extensive programming background is required, with an emphasis on portfolio analytics, numerical algorithms and scientific computing

- Demonstrated experience developing and maintaining prototypes in a cloud based setting

- Hands on development experience integrating with analytics from FactSet, Axioma, Morning Star for portfolio optimization.

Mathematics and Quantitative Finance exposure with a demonstrates understanding in (at least) three of the following technical areas :

- Portfolio Theory

- Linear Algebra

- Monte Carlo simulation

- Numerical methods and optimization

- Risk Measures

- Statistical analysis

- Strong problem solving skills. Be able to accurately identify a problem's source, severity, and impact to determine possible solutions and needed resources.

- Conducts necessary literature reviews and independent research to identify the most salient solutions to solve the underlying problems.

- Strong financial products knowledge and familiarity with markets, basic trading strategies.

- Good interpersonal, verbal and written communication skills. Able to explain highly technical information to different audiences with varying levels of technical expertise.

- Able to create technical documentation according to quantitative model documentation standards and explain complex and technical information in a clear and concise manner.

- Must demonstrate proven technical writing skills.

- A good team player.

Technical Skills :

- Expert level proficiency in java or python required

- Experience with numerical libraries and/or scientific computing is required

- Experience with automated Quality Assurance frameworks is required (e.g. Py Units,etc.)

- Experience with code repository, build and deployment tools (e.g. Git, GitHub, Jenkins)

- Experience in Agile/SCRUM framework preferred.

- SQL knowledge is desired

Education &/or Experience : Graduate degree in a quantitative/computational field such as statistics, financial mathematics, quantitative finance, computer science, physics, mathematics