What You'll Be Doing:
This position will involve monitoring and maintaining all aspects of quantitative model production, including the code base for proprietary models and tools, as well as developing and integrating new quantitative tools to aid in the portfolio management process. The role will include regularly updating and improving the investment modeling process, testing and documenting code for various applications, and assisting in model validation and model research.
What We're Looking For:
- A Bachelor's degree in computer science, engineering, mathematics or other quantitative discipline from a top university.
- 1-3 years of experience in software development and design in an area that requires the application of statistical analysis.
- Development experience in C/C++, C# or Java is required. Ability to quickly and independently learn modeling approaches and methodologies.
- Proficiency in Excel, including VBA, as well as SQL.
- Experience with a statistical language/package such as R, S-PLUS, MATLAB, SAS, STATA, etc.
- Experience in financial theory, markets and the investment business.
Our Top Candidates Have:
- An understanding of performance measurement/reporting, accounting methods and investment operations.
- Progress towards a CFA Designation.
- Experience with open-source languages (e.g. Python) and web frameworks (e.g. ASP.NET).
- An excellent background using R or other statistical analysis in a finance role.
- Familiarity with financial data tools (e.g. FactSet, Bloomberg) and modeling/optimization tools (e.g. ClariFI, Northfield, Barra, Axioma, etc).
If interested, please apply using the link. If you have any questions, please reach out to Jonathan Lehrman at 617-248-9560
Sthree US is acting as an Employment Agency in relation to this vacancy.