Quantitative Developer

Quantitative Developer

Our client is a well-established and prosperous asset management firm. Their Technology Department is seeking an entry level developer to join its team. The position reports to the Lead Developer and is an integral part of the research, development and deployment of the quant group's trading and risk systems. The qualified candidate will have opportunity to leverage their skills as a data scientist to work on technically challenging and rewarding projects.

Job Responsibilities

• Assist in identifying, cleaning and curating alpha generating data sets for studies and back-testing.
• Build libraries and applications for trading and risk analysis with an emphasis on stability, testability and clarity.
• Ensure that strategies are deployed efficiently and monitored effectively through a deep understanding of Linux and dev-ops and attention to detail.
• Maintain existing risk analysis and reporting systems.
• Assist with other projects as needed.

Qualifications & Requirements

The successful candidate will have the following qualifications and requirements:

Behavior:

• Demonstrated creativity in coding to solve interesting problems.
• Demonstrated independent thought and ability to defend position.
• Can work independently as well as with a team.
• Detail oriented.

Technical:

• Minimum of bachelor's degree in Computer or Data Sciences from an accredited school.
• Intermediate knowledge of Python 3.x: Familiarity with pandas and NumPy are highly desirable.
• Intermediate understanding of Linux with specific experience using Linux file systems, developing code in a terminal environment and reading/writing Bash.
• Ability to read and write SQL queries and familiarity with SQL concepts like views, stored procedures and common table expressions.
• Basic understanding of GIT.
• Basic understanding of probability and random variables. Basic understanding of linear regression and forecasting.