Quantitative Software Developer- Global Asset Allocation Research

Greenwich, CT

Responsibilities

 

  • Extend the proprietary portfolio construction and optimization methods
  • Build the universal asset risk estimation structure combining millions of data points
  • Model the intuitive research APIs leveraging cloud computing and innovative conceptions
  • Formulate a high-performance historical simulation engine
  • Develop a workflow platform using services, messaging, and graph-based dependency awareness

 

Requirements

 

  • BS/MS/PhD in Computer Science, Mathematics, or associated major
  • Exceptional coding, debugging, and analytical skills
  • A gift for mathematics
  • A curiosity in numerical finance (no finance / trading experience required)
  • Experience with Python / NumPy / pandas or similar quantitative stack is a plus
  • Demonstrated contributions to open-source software is also a plus

 

 

 

 

 

Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 1/26/2021
Salary $175,000 - $200,000 + bonus







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