Our client, a leading quantitative asset manager is seeking a Senior Quantitative Software Engineer to design and implement proprietary quantitative investment systems.
Responsibilities:
- Implementing and enhancing quantitative models, proprietary portfolio construction, and optimization techniques with Research and Portfolio Management teams
- Architecting and managing global data repository incorporating millions of financial and market data points
- Creating high performance simulation and optimization engines
- Developing and managing investment workflow management systems
- Building and extending analytics and reporting platforms
Qualifications:
- MS/PhD in Computer Science, Engineering, Statistics, or related discipline
- Outstanding coding, debugging, and analytical skills
- Development experience in Python, experience with NumPy/Pandas or similar quantitative software a plus
- Experience in C++ or other programming languages a plus
- An aptitude for math and statistics
- Knowledge in .NET, C#, and SQL is also a plus
- An interest in manipulating large data sets
- Passionate about solving complex business, data, and technical challenges
- Contributions to open source software a big plus
If you would like to be considered for the position of Senior Quantitative Software Engineer, 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
