Quantitative Developer

Key Responsibilities

• Develop and automate valuation and return calculations for a global multi-asset class portfolio
• Support the development of performance attribution frameworks to identify drivers of performance within and across various asset class portfolios
• Develop, enhance, and maintain quantitative models and risk management tools to measure and manage market, portfolio, and liquidity risks across both liquid and illiquid asset classes
• Provide technical competence in translating Excel-based models into programmatic solutions

Requirements

• Practical experience in a finance-oriented qualitative setting in a fast-paced, dynamic environment
• Ability to dissect ambiguous problems and determine the appropriate analytical techniques to apply
• High proficiency in data extraction, data cleansing, and quantitative analysis
• Experience with Quantitative & Data Science for creating models
• Strong academic credentials with a degree in a quantitative field
• Experience with Python is required and other languages are a plus
• Experience with Pandas, NumPY, SciPy, SciKit, Matplotlib, etc.
• Experience in financial / investment analysis is required