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The successful candidates will be important additions to the firm's Investment team and will focus on the design, implementation, delivery and support of high-performance analytics frameworks and libraries. She/He will work on the evolution of the firm's tools to enhance ease of integration of pricing and models, improve scalability and performance, and analyze a variety of data sets (traditional and alternative) with new techniques and tools. This will require the candidate to work closely with senior analysts and portfolio managers. The successful candidates will assist with the design, implementation and support of systematic investment and risk management strategies. Focus will be on the end-to-end analytics infrastructure aspects.
Essential Skills and Qualifications
MS or Ph.D. in a numerate subject (e.g. Applied Math, Physics, Computational Biology, Engineering, Computer Science, etc.)
Excellent quantitative programming skills, preferably in Python.
Extensive experience with the full cycle of data-related projects, from gathering, cleaning, analysis to result presentation.
Strong quantitative problem-solving skills and experience applying them to model implementations
Focus on functional and numerical testing through entire model development software cycle
Self-motivated, pro-active, responsible and driven to deliver
Implementing analytics frameworks
Improving performance of Python applications; including performance profiling and parallel computing
Working with tools for visualization
Implementing, integrating, and deploying financial models end-to-end
Knowledge of financial instruments (Futures, Options, Swaps etc.)
Please apply firstname.lastname@example.org if you meet the above criteria. In addition to a detailed CV, please include a statement introducing yourself, discuss your career objectives and explain why you believe you can thrive in a small and fast paced environment. All information received by the firm will be treated as highly confidential.
Internal Number: 8683606
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