Soros Fund Management LLC (SFM) is seeking a Quantitative Developer to join their Quantitative Development and Strategy team. This role will focus on developing and enhancing technology solutions for research and analytics, working closely with the front office to provide solutions across various quantitative finance areas. The goal is to deliver key projects that impact trading, alpha generation, and risk management, strengthening the firm's infrastructure and contributing to its mission.
Requirements
- Strong proficiency in Python and standard libraries (Pandas, NumPy. Etc.)
- Exposure to other programming languages (C, R, etc)
- Proficiency with SQL
- Experience with integrating third-party libraries (e.g. fincad or numerix) very helpful
Responsibilities
- Development of real time P&L and risk systems
- Design systems and reporting for quantitative risk and pricing calculations, such as scenario reporting and margin replication
- Build interactive tools for our portfolio management teams
- Work with analysts on implementing trading signals across a wide range of asset classes
- Communicate complex technical concepts effectively to technical and non-technical stakeholders.
Other
- 5+ years of experience in a front office focused quantitative development role
- Master’s degree in computer science, mathematical finance, or related field.
- Ability to work with business users to create technical specifications for projects
- Smart risk-taking
- Owner’s Mindset
- Teamwork
- Humility
- Integrity
