Director of Quant Development

About the role

The Director of Quant Development will be embedded within the quantitative research team and will partner with the investment teams on various projects including portfolio construction, risk management, and alpha research. This role impacts the organization by improving the quality and time-to-market of Research initiatives through a combination of both analytical and software development skillsets.

Responsibilities

• Gather ideas and conceptualize them through programming languages
• Create packaged solutions for investment professionals
• Support investment management with Fixed Income asset class securities
• Design and develop methods and solutions related to Fixed Income analytics, risk & pricing models
• Collaborate with the quantitative research team and investment teams

Requirements

• Bachelor’s (Masters preferred) in a quantitative or computational field such as Computer Science, Applied Mathematics, Statistics, Engineering
• 10+ years of experience in a quantitative/computational environment supporting investment management with Fixed Income asset class securities
• 5+ years of experience in designing and developing methods and solutions related to Fixed Income analytics, risk & pricing models
• Full-stack software development knowledge and critical thinking skills to design optimal solutions for computing fixed income security level analytics
• Strong software engineering skills, including C++, Python, shell scripting, SQL, and Linux preferably in a command line environment
• Ability to communicate effectively with multiple stakeholders, including fundamental and quantitative researchers and technology partners

Qualifications

• Expertise in full-stack software development
• Experience in designing and developing methods and solutions related to Fixed Income analytics, risk & pricing models
• Strong communication skills

Skills

• Full-stack software development knowledge
• Critical thinking skills
• Software engineering skills, including C++, Python, shell scripting, SQL, and Linux
• Effective communication skills

Benefits

• Comprehensive health care coverage
• Emotional well-being support
• Market-leading retirement
• Generous paid time off and parental leave
• Charitable giving employee match program
• Educational assistance including student loan repayment, tuition reimbursement, and learning resources

Pay

The base salary range for this position is $170,000-$218,000 per year. Bonus is 25-30%

Schedule

N/A