Information About This Job
|Job Title:||Quant Developer|
|Contact Name:||Ben Kinley|
|Job Published:||3 months ago|
About The company
Quantitative investment funds have doubled over the last decade to a record $500 billion AUM and now represent around 17% of total hedge fund assets. Smart beta strategies have grown even further from less than $100 billion in 2007 to a record $617 billion now sitting in US Smart beta ETFs.
The company is uniquely positioned at the forefront of this financial revolution and are looking for you to join them.
About The Role
The Financial Applications Team (DBG) works closely with clients to implement quantitative investment strategies and research using the new Python Quant development platform. Powered by Jupyter, the quant platform combines world-class open source python libraries with the world's leading financial database, allowing clients to generate unique research in quantitative finance and help them to capture alpha in a highly competitive landscape.
They are a global team with people based in London, New York, San Francisco, Sao Paulo, Hong Kong, Singapore, Tokyo and Sydney. DBG works very closely with the Account Management teams, Product Development and R&D teams.
Interested to engage with top quantitative finance experts to turn their investment ideas into reality? Keen in getting exposure to the latest technology and coolest programming packages? Want to be part of shaping a product with great revenue potential?
You will use your equity market knowledge to consult with clients or prospective clients, helping them to develop and implement their quantitative investment strategies and research on the new python based quant platform. With access to the world's most comprehensive financial database, you will have the opportunity to apply advanced data science technologies to generate real world investment models. Your role will involve full life-cycle development, from initial pitches to prospective clients, requirement gathering, prototyping, implementation, deployment and adoption.
Position quant platforms to prospective clients, working with the account management team to provide thought leadership in the quantamental universe both internally and at external focus events
You will work with clients to deep dive into their investment process, coding this into an implemented strategy in our quant platform on behalf of the client
Liaise between the client, product development teams, R&D to push internally for enhancements or fixes to the APIs or the platform
You will provide continued support for clients to ensure adoption
You will providing assistance on new strategies or processes they wish to implement
You will help develop documentation, training material, internal tools to better service quant clients
You will learn on the job:
You will be sent on training to improve your expertise in data science, quantitative investment strategies and capital markets
A deep understanding of quantitative strategies and investment knowledge across equities, fixed income, FX and commodities
You will learn Open Source python technologies for advanced data visualizations, widgets and analytics
Skills & Experience
Expert coding skills in python
Experience in equity quantitative (quantamental) investment strategies or Equity Risk Premia strategies
Have a strategic mind set and demonstrable commercial acumen - be able to weigh up the business opportunities of a project before execution
Highly articulate, consultative, and confident in interactions with clients
Prior experience working on the sell side in other asset classes: Fixed Income, Commodities or FX
Previous front office work experience in financial markets working on/with the buyside
Knowledge of other programming languages such as R, VBA or similar
Experience with big data analysis or machine learning applications in finance