Prominent Asset Management Firm in Chicago is seeking a senior developer to build analytic infrastructure and trading platform.
Responsibilities include creation of analytical, back test and trading toolkits to support risk management framework in long/short equity business and potentially in other asset class.
The individual will:
- Interact closely with risk manager and quantitative researcher in the group.
- Architect and implement the analytics system as it relates to equity factor risk models.
- Develop back test platform to facilitate what-if back test.
- Implement trading system interface to facilitate trade generation, position and pnl accounting.
- Develop new approaches and tools including prototypes and take an active role in the development and implementation of these tools.
Ideal candidates should:
- Possess advanced degree in computer science, math or related fields
- Have 5+ years of architecting and implementing software systems in trading environment
- Have deep understanding of global equity risk market and equity derivatives. Knowledge and experience of other asset class a plus
- Have experience equity risk model such as Barra and Axioma. Knowledge of trading and position accounting systems a plus
- Have deep knowledge of data needs in developing a successful quantitative risk framework, with past experience in working with various vendor data packages.
- Have deep experience with databases, particularly related to security master, positions and pnl.
- Have experience in applied probability and statistics application, large data manipulation, time series analysis and back-test application
- Possess strong programming skills in C++, C#, Java, SQL. Python, Matlab, VBA/Excel a plus
- Follow test-driven design and continuous integration across the full lifecycle development.
- Be an effective communicator, ambitious, focused, self-motivated, taking ownership of responsibilities.
Balyasny - 9 months ago