Our Market Intelligence group is shaping our company for the future by combining the most innovative data sources, analysis, and investment tools with the Firm’s traditional strengths at deep fundamental analysis of how companies and industries operate. Market Intelligence finds, tests, analyzes, and models alternative data; conducts deep fundamental research; and helps our investment teams generate alpha-producing ideas using our data and research. We produce investment insights by using machine learning techniques, fundamental company analysis, macro and sell-side research, and quantitative methodologies.
Role: As a Quant Developer, you will support a team of researchers to build software infrastructure to productionize trading ideas.
Responsibilities: - Develop and improve research & portfolio infrastructure for a quantitative based investing system
- Develop code to help with portfolio construction including factor optimization and machine learning
- Work on additional projects related to systems integration, analytics and data engineering
- Write efficient, modular, and dependable code, packages, libraries, and scripts
- Document all work extensively and train teammates on use of work products you develop
Requirements: - MS degree in computer science or equivalent experience
- 3+ years professional experience developing infrastructure to support quantitative investing
- Hands-on experience developing backtesting systems and research infrastructure
- Have strong programming skills in Python and SQL
- Strong written and verbal communication skills and proven ability to collaborate with others
- Experience developing tools & optimizers to manage exposures preferred, but not required
