Job responsibilities
- Involve in end-to-end research, development, and maintenance of investment algorithms
- Contribute to development and maintenance of optimization models, take part in building out the research and development framework
- Thoroughly vet investment algorithmic results and contribute to the research data platform design
- Investigate datasets for use in new or existing algorithms, participate in agile practices and liaise with stakeholders to gather & understand the functional requirements
- Take part in research & code reviews , develop code using high quality standards and best practices, conduct thorough end-to-end unit testing, and provide support during testing and post go-live
- Support research innovation through the creative and thorough experimentation of cutting-edge hardware, advanced analytics, machine learning techniques, and other methods
- Collaborate with technology teams to ensure appropriate requirements, standards, and integration
Required qualifications, capabilities, and skills
- Experience in a quantitative role
- Proficient in Python, Git and Jira
- Master’s degree in computer science, computational mathematics, or financial engineering
- Excellent mathematical foundation and hands-on experience working in the finance industry
- Proficient in quantitative, statistical, and ML/AI techniques and their implementation using Python modules such as Pandas, NumPy, SciPy, SciKit-Learn, etc.
- Strong communication (written and oral) and analytical problem-solving skills
- Strong sense of attention to detail, pride in delivering high quality work and willingness to learn
- An understanding of or exposure to financial capital markets, various financial instruments (such as stocks, ETFs, Mutual Funds, etc.), and financial tools (such as Bloomberg, Reuters, etc.)
- Knowledgeable in SQL
Preferred qualifications, capabilities, and skills
- Professional experience with commercial optimizers (Gurobi, CPLEX) is a big plus
- Able to shift gears and react quickly to timely requests
- Self-motivated, proactive, responsive-ability to think strategically but also willing to dig into the details and tactics
- Understanding of LaTeX and/or RMarkdown is a plus