Quantitative Developer

Quantitative Developer Job Description Template

Our company is looking for a Quantitative Developer to join our team.

Responsibilities:

  • Build expertise in Barra and custom internal fundamental equity factor risk models;
  • Perform extensive back-testing of existing and new risk models and investment strategies;
  • Develop models to compute new analytics in collaboration with the head of portfolio research;
  • Support and run processes for quantitative risk and risk management.

Requirements:

  • Experience in Python programming language is strongly preferred;
  • Very strong knowledge of software design including algorithms and object oriented design;
  • Applicant should have a demonstrated track record of success in challenging environments;
  • Strong working knowledge of linear algebra and statistics;
  • A successful candidate will be detail oriented, a quick learner and able to adapt to a dynamic high paced environment;
  • Strong communication skills required as this role involved direct communication with risk management and trading;
  • Candidates must have a minimum of 5 years of front office quantitative development experience;
  • Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure;
  • Can handle several projects with different priorities at the same time in a fast-paced environment;
  • Understanding of Data Structures and Algorithms;
  • Excellent listening, and communication (both oral and written) skills;
  • Excellent self-management and problem-solving skills;
  • Savvy with data science stack (Pandas, NumPy, SciPy);
  • Can work independently and in a collaborative environment;
  • Proactive, assertive and attentive to details.