Quantitative Research Developer - Investment Management Domain - IIT/NIT

Quantitative Research developer - Investment Management - IIT / NIT (2-10 Years)

As a Developer in Quantitative Research Engineering you will build or extend our team by

- Collaborating side by side with researchers and portfolio analysts, you will be responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and systematic investing that powers the firm.

- Global asset signal, data and risk estimation infrastructure incorporating millions of data points

- Research APIs leveraging cloud computing and cutting-edge visualizations

- High-performance historical simulation/back testing engine for vetting new alpha strategies

- Bespoke technology solutions that satisfy the needs of specific asset classes and research needs

- Partner with not only local but also global team of research engineers for successful product delivery

What You'll Bring :

- BS/MS/PhD in Computer Science, Computational Finance, Data Science, or related discipline

- 2-10 years of experience as a programmer with expertise in at least one programming language out of Python/Java/C++

- Work experience as Python programmer is desirable

- Ability to provide high quality solutions to complex technical problems

- Good analytical and problem-solving skills

- Good communication skills

- An interest in quantitative finance (no finance / trading experience required)

- Experience with NumPy / pandas or similar quantitative stack is a plus

- Demonstrated contributions to open-source software is also a plus

- An aptitude for mathematics, finance and econometrics is desired

Who You Are :

- Mature, thoughtful, and a natural fit for a collaborative, team-oriented culture

- Hard-working and eager to learn in a fast-paced, innovative environment

- Committed to intellectual integrity, transparency, and openness

- Motivated by the transformational effects of technology-at-scale