Associate Consultant at TD Newton
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Quant Developer - IT (5-13 yrs)
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.
- 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