Quantitative Research Developer
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POST DATE 9/8/2016
END DATE 12/19/2016
Major Investment Firm
San Francisco, CA
JOB DESCRIPTION* EXCELLENT OPPORTUNITY - WILL RELOCATE TO SAN FRANCISCO!
*FRONT OFFICE IS PREFERRED BUT WILL LOOK AT BACK AND MIDDLE OFFICE AS WELL! PREFERS JAVA OR C#! MUST HAVE SAS, R OR MATLAB!
Staffed with approximately forty-five investment professionals, and the firm's $104 billion asset base has grown significantly since the spin-off. Currently, the firm's product line is composed of five primary strategies, Quantitative Core Equity, Value Equity, Equity Indexing, Asset Allocation, and Structured Equity.
The success of this firm is a function of a number of factors, including the firm's leading-edge quantitative research capabilities. To assist in the continued growth of the business, management is investing in key functions throughout the firm, including quantitative research. Accordingly, we are interested in hiring a Senior Investment Associate to function as a general resource for the firm's equity product line.
The individual will have strong software development skills backed by a comprehensive understanding of computer science, and be able to apply this skill set towards supporting the needs of a quantitativeinvestment team. This includes the development of robust and performant applications to support the San Francisco team's research and production requirements, as well as the maintenance of existing code to ensure the necessary level of quality throughout the codebase.
The individual must have experience in process and workflow automation to increase the overall effectiveness of the San Francisco team. As a part of process automation, error handling, data monitoring/reporting, and attention to detail are paramount in maintaining the integrity of the team's work and minimizing technical risk. The development of reliable and robust automated processes will allow the team to focus on its primary responsibilities as fiduciaries and the needs of clients, both internal and external.
The individual must strive for quality in all phases of the software development lifecycle and inspire others to do the same in order to build the next generation of investment tools for the firm. Dedication to solid design principles is crucial to the long-term success of the software being developed by the San Francisco team. The individual must be able draw upon his or her experiences to strike the delicate balance between the needs of the business and the pursuit of flawless code.
In order to perform these responsibilities, the individual must work closely with the San Francisco team and gain an intimate understanding of its business needs and investment philosophies. This is necessary to ensure that the applications and systems are effective, flexible, and can evolve rapidly to satisfy the team's requirements. It is critical that the individual have the inclination and eagerness to learn constantly, and to have the ability to effectively distill and socialize knowledge to the team and larger firm. Implicitly, this requires that the individual foster a culture of openness and be dedicated in the areas of clean and intuitive design and effective documentation for maximum impact. A well-developed sense of user empathy is highly recommended.
- 3-5 years of software development experience
- Experience developing financial services applications
- Strong understanding of data structures and algorithms
- Extensive knowledge of robust programming methods and performance optimization
- Knowledge of databases, including design, normalization, and query optimization
- Experience working with large financial datasets
- Experience delivering enterprise quality applications
- Proficiency with both low and high-level programming languages
- Experience with numerous software development practices and workflows