Quantitative Developer in New York, NY at Open Systems Technologies

Date Posted: 10/22/2019

Job Snapshot

  • Employee Type:
    Full-Time
  • Location:
    New York, NY
  • Job Type:
  • Experience:
    At least 3 year(s)
  • Date Posted:
    10/22/2019

Job Description

A global investment firm is currently seeking a Quantitative Developer to join their team in New York, NY.

Qualifications

  • Must have at least a Bachelor’s degree in Computer Science, or related field
  • 3+ years of coding experience in at least one of the following: Python, Java, Scala, C/C++, or R
  • Understanding of Data Structures and Algorithms
  • Experience with data science stack (Pandas, NumPy, SciPy)
  • Data Science/Analysis background; Proficient at working with large datasets
  • Familiar with quantitative finance concepts such as portfolio optimization, volatility pricing
  • Unix/Linux command-line experience
  • Experience working with AWS, GCP or Azure
  • Exposure to financial engineering, familiarity with financial markets
  • Graduate level training in a quantitative field (CFA, FRM and/or CQF is a plus)
  • Experience researching, designing, developing and deploying factor models, alpha signals, portfolio optimizers, pricers, or trading algorithms
  • Knowledge of Agile/Scrum methodologies
  • Results-oriented, can deliver quality code quickly
  • Highly analytical with good problem-solving skills
  • Experience with one or more of the following: (1) derivative pricing; (2) alpha research, backtesting; (3) risk management; (4) market microstructure; (5) algorithmic trading; (6) portfolio construction and optimization
  • Strong communication skills
  • Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure
  • Proactive, assertive and attentive to details
  • Able to work independently and in a collaborative environment
  • Able to handle several projects with different priorities at the same time in a fast-paced environment
  • Strong self-management and problem-solving skills
Job keywords: