IT Senior Developer
Balyasny - Chicago, IL

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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 - 18 months ago - save job - copy to clipboard - block
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