Our client is searching for an exceptional Quantitative Research Developer to join their team in New York. The successful candidate will be conducting research and statistical analyses to evaluate various financial data. Ideally you will be familiar with the use of distributed computing. They are looking for someone with 1 year or more of experience in a similar role.
Responsibilities:
- Trading and management of quant research team driven equity portfolios.
- Development of automated hedging & portfolio optimization systems.
- Building simulation environments for back-testing portfolio optimization scenarios.
- Tie together research from different quant research groups to a production quality solution.
- Analysis and validation of research results and input data
- Research and attribution of portfolio performance and driving factors.
- Research models for risk / return improvement.
Requirements:
- C++, R, SQL/databases, any scripting languages, Linux environments
- Barra like multi-factor risk models
- Portfolio optimization
- Statistics strong foundation (linear regression models, matrix algebra, summary statistics and interpretation of time series data)
- Interest in software design and architecture
- Strong communication skills to collaborate with multiple individuals across teams
Nice to have:
- Familiarity with usage of distributed computing (cloud, usage of farms, data storage like MongoDB, Cassandra, Spark etc)
- Statistical modelling (Advanced regression models, Monte Carlo, PCA)
- Machine learning
Education:
- Degree in Computer Science or related field plus finance, mathematics, business, economics or statistics related coursework
If you would like to be considered for the position of Quantitative Research Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
