Quantitative Developer, Multi-Asset

Applicants for employment in the US must have work authorization that does not now or in the future require sponsorship of a visa for employment authorization in the United States (e.g., H1-B visa, F-1 visa (OPT), TN visa or any other non-immigrant work status).

Role Summary

Quantitative Developers in the Multi-Asset Division collaborate with investment professionals at all stages of development, including solving complex challenges in coding, algorithm design, and numerical computation.  They assist investment professionals, model development, prototype portfolio management applications, and support the transition of research and investment analysis into production processes.  

We seek an individual with relevant experience in both financial services and technology, someone who can operate independently as well as collaboratively with investment staff to:  develop custom analyses and applications in a proof-of-concept environment; refactor proof-of-concept code; prototype pre-production solutions; provide input into application supportability and ongoing quality control; serve as intermediary between investment professionals and core IT; and pivot between research-oriented prototyping and production-oriented collaboration with the IT team.

Responsibilities

• Collaborate with investment staff to create and maintain prototypes of research models and portfolio management applications, facilitating research-driven investment activity and enabling further research.  Create working interim solutions, starting with a minimum viable solution and iteratively refining until a satisfactory solution is achieved.
• Deeply understand the goals and business context of ongoing research and investment strategies under development.
• Identify and evaluate the most appropriate methods, tools, and datasets to address each issue.
• Develop computational methods for solving problems that occur in areas of science and engineering or that come from applications in business or industry.
• Apply mathematical theories and techniques to the solution of practical problems in business, engineering, the sciences, or other fields.
• Develop mathematical or statistical models of phenomena to be used for analysis or for computational simulation.
• Assemble sets of assumptions and explore the consequences of each set.
• Perform computations and apply methods of numerical analysis to data.
• Develop code libraries and solutions that leverage and appropriately augment existing structures to meet the needs of the research-driven investment and analysis processes (including analyses requested by or directed to clients and prospects), often in the absence of clearly documented specifications.
• Guide analysts and other Multi Asset associates in current technology best practices and advise or teach better programming techniques where needed and appropriate
• Consult with core developers (IT) to identify which interim solutions (e.g., tools, applications, reports, data structures, etc.) have matured sufficiently to transition to a production environment, and produce specifications for such solutions, enabling IT to elevate strategically targeted prototypes to production.
• Maintain knowledge in the field by ie:  reading professional journals, talking with other researchers, and attending professional conferences.

Qualifications

Required:

• Bachelor’s degree (or higher)(or equivalent work experience)  in a quantitative discipline (e.g., Computer Science, Engineering, Math, Physics); strong academic credentials
• 3+ years (5+ preferred) experience developing software and applications, including experience in quantitative/modeling environments (e.g. R, Python, R, Matlab, SQL)
• Possession of or commitment to obtaining CFA charter
• Practical understanding of Computer Science fundamentals and all layers of modern application design
• Demonstrated ability to learn and work in new computing environments and languages
• Ability to pivot between prototyping, refactoring, and production-ready development styles, ideally demonstrated by prior experience
• Evidence of ability to independently deliver results and self-direction, along with strong initiative
• Strong analytical and problem-solving skills; willingness to learn new approaches to problem-solving 
• Demonstrated interest in understanding the broader business context within which a technology solution is needed (focus on the problem, not the code)
• Experience working with large, complex data sets 
• Ability to modulate oral and written communications to different levels of technical capability
• Comfort with ambiguity in problem specification and still-emerging objectives; ability and willingness to adjust to mid-stream changes in objectives or proces