Python Developer - EQ Factor Model Risk Technology

Principal Responsibilities

• Build expertise in Barra and proprietary factor risk models
• Architect and build big data infrastructure with the goal of an automated portfolio research environment
• Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
• Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
• Perform extensive back-testing of existing and new risk factor models
• Support and run processes for risk management and equity portfolio research

Required Skills

• Minimum of 3+ years Python development experience in buy-side financial firms
• Advanced working knowledge of SQL
• Experience designing and building data Lakehouse architecture (a significant plus)
• Experience working with Spark and Trino/Spark compute, and expertise with open table formats such as Delta Lake and/or Iceberg (a significant plus)
• Strong working knowledge of statistics
• Broad understanding of equity markets and portfolio construction
• Strong communication skills, as this role involves direct communication with risk management and trading
• Detail-oriented, a quick learner, and able to adapt to a dynamic, high-paced environment
• Demonstrated track record of success in challenging environments

Pay

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.