The Quant team's goal is to deliver industry-leading analytical insights that help financial advisors and investors managing their multi-asset portfolios and utilizing alternative assets, meet their long-term investment objects. The Quant Developers have a core mission of developing robust and scalable quantitative models to deliver portfolio risk analytics capabilities as part of the firm’s commercial technology platform for financial advisors and asset managers.
Requirements
- 2-3+ years of professional experience in quantitative financial modeling, data science, or software development
- Knowledge of JAVA/Scala/C++ is a plus
- Distributed Systems experience is a plus
- Experience with cloud services is a plus
Responsibilities
- Develop robust and scalable quantitative financial models and collaborate closely with quant researchers to produce proprietary risk analytics models as part of the firm’s software platform.
- Develop centralized financial calculation engines powering the firm’s commercial technology platform.
- Implement statistical, machine learning, and quantitative financial models, applied to a combination of proprietary, public, and third-party data, to deliver analytics for multi-asset portfolios including alternative assets.
- Document and communicate quantitative methodologies and analytics to others including stakeholders and clients.
- Collaborate with other teams to ensure risk analytics are delivered through the software platform with excellent user experience.
- Collaborate regularly with other stakeholders and partners to solicit requirements, seek feedback and provide updates.
Other
- Able to work in a dynamic and fast-paced environment
- Employees in this role will work in the office Monday-Thursday, with the flexibility to work remotely on Friday.
