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A global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing.
Your Role
• As a Developer in Research Engineering you will build or extend our:
o Global asset signal, data and risk estimation infrastructure incorporating millions of data points
o Research APIs leveraging cloud computing and cutting-edge visualizations
o High-performance historical simulation/back testing engine for vetting new alpha strategies
o Bespoke technology solutions that satisfy the needs of specific asset classes and research needs
o Partner with not only local but also global team of research engineers for successful product delivery
• BS/MS/PhD in Computer Science, Computational Finance, Data Science, or related discipline
• 1-3 years of experience as a programmer with expertise in at least one programming language out of Python/Java/C++
• Work experience as Python programmer is desirable
• Ability to provide high quality solutions to complex technical problems
• Good analytical and problem-solving skills
• Good communication skills
• An interest in quantitative finance (no finance / trading experience required)
• Experience with NumPy / pandas or similar quantitative stack is a plus
• Demonstrated contributions to open-source software is also a plus
• An aptitude for mathematics, finance and econometrics is desired
Who You Are
• Mature, thoughtful, and a natural fit for a collaborative, team-oriented culture
• Hard-working and eager to learn in a fast-paced, innovative environment
• Committed to intellectual integrity, transparency, and openness
• Motivated by the transformational effects of technology-at-scale