Quantitative Developer

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Job Description

Job Description

A top notch asset management firm in Boston is looking for a strong Quantitative Developer to work with our Fixed Income Quantitative Research team. The candidate will build out our alpha research and production platform and implement investment models into production. This is a newly created position to support the growth of quantitative model driven investment strategies in the Fixed Income area. The new hire will be part of an IT team, while also working directly with research analysts and portfolio managers.

Primary Responsibilities:
You will take on a major responsibility to develop and evolve a Fixed Income research database by integrating and cleansing data from major market data providers, such as Thomson Reuters, Moody’s, Bloomberg and more. Additionally, you will work alongside research analysts and portfolio managers to implement production quantitative models, hardening the research code for reliable day to day production processing. Lastly, you will be responsible for developing monitoring tools and procedures, and for the timely processing of investment models.

Qualifications

Qualifications

3 to 5 years of programming with at least two of the following, Matlab, R, Python, SQL, Java or C/C++ in an industrial setting or in an academic environment contributing to the building of a team research platform.

3 to 5 years’ experience of database development for Oracle, IBM DB2 or Big Data appliance, Netezza. Experiences with analysis and integration of large structured or unstructured data with strong ability to abstract rules for data store and processing a big plus.

Demonstrated interest in developing software in collaboration with others, and interest in building and maintaining a coding library.

Demonstrated mathematics/statistical analysis skills.

Experiences with large financial data sets, Fixed Income or Equity a strong plus.

Job Opening ID

167671

Location

Boston-MA-USA

Closing Statement

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