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.