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Quantitative Developer/Researcher
Ref No.: 13-00437
Location: Stamford, Connecticut
Start Date: 09/26/2013
Title: Quantitative Developer/Researcher
Position: Perm

Role/Responsibilities:
- Develop and maintain infrastructure and software tools for alpha modeling, portfolio construction, executions, data processing/warehousing, and reporting.
- Monitor and support daily trading activities, interact with brokers and data vendors.
- Conduct research to Client new alpha sources and/or enhance existing models.

- MS, PhD or PhD candidates in computational finance, economics, engineering, computer science, mathematics, statistics, physics, operations research, or related fields is preferred. BS with strong relevant academic background AND work experience will also be considered.
- Solid understanding of modern portfolio theories and quantitative equity investment processes.
- Familiarity with empirical finance literature highly preferred.
- Strong background in econometrics and statistical analyses strongly preferred
- Experience/knowledge in portfolio optimization is also helpful.
- One or two years of experience in full lifecycle software development, most helpful if in an asset manager, mutual fund/hedge fund or a broker prop desk.
- Strong object-oriented programming skills in Java required (C# and C++ also helpful, though not required)
- Must have strong experience in statistical and mathematical programming (e.g, MATLAB or R)
- Must have advanced knowledge and experience in SQL programming.
- Prior experience/projects in developing and/or implementing short- to medium-term statistical trading signals and/or infrastructure will be highly beneficial.
- Must be a strong problem solver and be detail-oriented.
- Willing to take ownership of his/her work, work well both independently and within a small team