Quantitative Developer Constitution Group
Job Summary
Our client, a rapidly growing provider of quantitative research and data analysis to institutional investors is actively seeking a Quantitative Developer
Job Description
QUANTITATIVE DEVELOPER, TECHNOLOGY
Our Client is seeking a Junior/Senior Back End Quantitative Developer to join their Technology Team.
Implementing, managing and evolving a highly scalable data analysis and portfolio management application.
The candidate will drive system architecture and implementation from inception to release. --- Work with the R&D Department to implement various modeling techniques for multi?asset class portfolios.
-- Will be competent implementing concepts from white papers and architecting scalable solutions.
-- Collaborate with Back?End Developers in providing efficient real?time analytics working with various large datasets.
-- Become an expert in Scala, Mongo DB, and various open source libraries utilized by the client
-- Take ownership of various initiatives for clients and internal analysts to design and provide solutions
-- Drive architecture decisions allowing the application to be scalable on the dimensions of data and users
-- Implement analytics using various financial pricing and risk models using industry and university papers
-- Develop efficient computation intensive algorithms within given precisions in a timely fashion
Qualifications & Experience
-- A Computer Science degree from a top university program
-- Masters or PhD in Mathematics, Physics, Statistics, Computer Science or another Quantitative field
-- Min. 6+ months of working experience in the financial industry
-- Experience with doing quantitative research, programming and analytics
-- Strong background in the following: probability, stochastic processes, statistics, numerical methods
-- Experience building large scale computation systems
-- Statistical Tools such as Matlab, R, Splus, etc.
-- Unit testing, regression testing and general test automation
-- Parallel programming, distributed computing , Map Reduce, Distributed Memory Grids
| Location: |
New York, NY
United States
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