Quantitative Developer

Principal Responsibilities

• Analyze potential alpha sources using finance and statistical knowledge.
• Present findings to portfolio managers and quantitative analysts.
• Develop and maintain quant tools for portfolio managers to research, evaluate, combine alphas, and assess risks.
• Create and manage tools to evaluate and monitor data quality and integrity across various data sources.
• Collaborate with vendors, brokers, and perform analytics to understand dataset characteristics.
• Work closely with portfolio managers and quantitative analysts to identify and recommend datasets that enhance profitability.

Skills Required

• 3+ years of work experience as a financial engineer, data scientist, or quant developer.
• Strong proficiency in Python, C++, Java, or C#.
• Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow.
• Expertise in SQL and database management, including PL-SQL or T-SQL.
• Understanding of the software development lifecycle, including Linux, GitHub, CI/CD.
• A Ph.D. or Master's degree in computer science, mathematics, statistics, or a related quantitative field.

Beneficial Skills And Experience

• Understanding of risk models and performance attribution.
• Experience with financial markets such as equities and futures.
• Knowledge of statistical techniques and their applications.

Pay

The estimated base salary range for this position is $165,000 to $250,000, which is specific to New York and may change in the future.

Schedule

N/A

Benefits

The company offers a comprehensive benefits package, including a base salary, discretionary performance bonus, and a total compensation package tailored to each individual based on their experience and qualifications.