Quantitative Developer in New York, NY at Open Systems Technologies

Date Posted: 10/16/2019

Job Snapshot

  • Employee Type:
    Full-Time
  • Location:
    New York, NY
  • Job Type:
  • Experience:
    At least 3 year(s)
  • Date Posted:
    10/16/2019

Job Description

A Multi-Asset technology group is hiring a Quantitative Developer, this team supports quantitative research, model development, and portfolio management processes for Multi-Asset Solutions (MAS). Specifically, this group supports the Dynamic Asset Allocation (DAA) group, the all market outcome-oriented product group, the defined-contribution retirement solutions group, the index and factor investment group, and other quantitative investment groups. This candidate will focus on building tools to support quantitative research and portfolio management for our asset allocation business, index and factor business, and other quantitative investment groups.

Responsibilities:

  • Develop front end tools to aid portfolio optimization, monitoring, trade building
  • Implementation of risk and return models
  • Develop systems for downloading market data from various sources and managing the data repository
  • Leverage existing skills in Matlab, SQL, C#, Python, and Bloomberg

Skills:  

  • Degree in Computer Science/Engineering
  • 3+ years’ experience programming SQL queries/stored procedures (Microsoft SQL Server or Sybase)
  • 3+ years’ experience programming in C#, C++, and Java
  • Experience developing in Matlab, R, or Python (with statistics packages)
  • Experience with Windows and Linux
  • Advanced Excel programming experience
  • Analytical skills, demonstrable curiosity in quantitative research and investment
  • Must demonstrate good communication skills and be comfortable working closely with senior business partners
  • Experience with market data vendors - Bloomberg, QADirect, Barclays POINT
  • Experience working with risk management tools such as RiskMetrics, Axioma Risk or Barra One
  • Experience working in the finance industry

Salary: $180 - 200k

Job category:
  • Information Technology
Job keywords:
  • Quantitative
  • Developer
  • C#
  • C++
  • SQL
  • Python