We are looking for a Lead Quant Developer/Analyst to join our Equity Alternative Strategies team (Equity Alts). This person will be primarily responsible for building the systems that acquire and provision data to support the Equity Alternatives investment process. They will additionally support and enhance the tools that enable all aspects of our portfolio management process including model development, order generation, performance attribution, and reporting. The Equity Alts team manages a variety of highly specialized global hedge fund strategies as well as a multi-strategy fund. As a member of the investment team, this person will collaborate with portfolio managers and quantitative researchers and will have opportunities to contribute to research and investment decisions.
- Design and build systems to acquire, validate, clean, and process data for use in models, portfolio construction, reporting and other processes
- Work with portfolio managers, researchers and traders to identify new data sources
- Build data and modeling pipelines that drive the investment decision systems
- Enhance the data platform to facilitate faster onboarding of new data sets
- Maintain all aspects of the daily investment process systems including production jobs
- Participate in architectural design of quantitative decision systems and data platform
- Identify and implement performance enhancements to data pipelines
- Engineer solutions that are well-tested, high quality and extensible
We’re Looking for Teammates With:
- Master’s degree with an outstanding academic record in a technical field such as mathematics, science, or engineering
- 5+ years of experience as a Developer for an investment firm. CFA charter is a definite plus, with strong hands on development experience in Python (Pandas, SKLearn, PyTorch, CVXOpt) for modeling/analytical work and SQL for data access and architecture; AWS or other cloud infrastructure
- Experience to carry out large scale software development project independently, coordinate efforts among colleagues, and manage schedule to ensure high quality on-time deliveries.
- Experience with industry standard investment tools such as Bloomberg or Refinitiv
- Superior software, data modeling and programming skills to move quickly from concept to solution with solid understanding of software system development life cycles.
- Outstanding analytic skills and the ability to clearly articulate approach, process and results in verbal, graphical and written form
- Creativity, enthusiasm, collegiality, and the ability to excel in a self-starting environment
- Drive and humility to deliver on high-value projects and roll-up-your sleeves attitude