Title: Quantitative Developer
Salary: $300,000 - $400,000 Total Compensation
Summary: A Sr. Portfolio Manager running a systematic FICC Vol book within a Tier 1 Multi-Manager is now looking to expand her team and hire a Quantitative Developer to come on as a core member as they continue to expand across asset classes. The team currently runs a Linear RV strategy, and the Quant Developer would prioritize optimizing and enhancing the existing strategy and codes keeping it well-structured and modular. You would also have the opportunity to collaboratively spearhead the buildout for the portfolio construction and asset allocation codes.
Responsibilities:
- Prioritize the optimization and enhancement of the existing Linear RV strategy and codes, ensuring they remain well-structured and modular.
- Collaboratively spearhead the buildout of portfolio construction and asset allocation codes, working closely with the team to support expansion across asset classes.
Qualifications:
- Strong proficiency in Python
- 5 years of hands-on experience as a Quant Developer.
- Advanced degree in Computer Science, Engineering, Statistics or in other quantitative fields.
