Role Description
The candidate will develop and support tools for building out a front-office multi-asset investment platform, including modules for simulation, portfolio construction, automatic trade routing, reporting and integration utilities. Work will include data analysis, modeling and aggregation; implementing new market data downloads; portfolio implementation and quantitative model analytics; and building various dashboards and reports. All new software is being developed in Python and SQL.
The senior analyst/developer is a key role for our firm providing our investors with tools to oversee the design and investment of their portfolios in an agile fashion while also ensuring operational risk is also managed.
Applications and business or enterprise functions the role supports
The Multi-Asset Solutions (MAS) actively manages over $100 billion for global institutions, high net worth individuals and retail mutual fund investors. The group’s macro and quantitative research insights are used to develop innovative investment products and drive investment decisions. We assess both short and long-term outlooks for risk and return across all major markets, including Equities, Fixed Income, Currencies, Commodities, Credit, Real Assets, and Alternatives. We use quantitative and fundamental research techniques that are highly adaptive to the current market environment. We combine these views with the specific needs of clients to develop custom portfolio solutions.
Over the past couple of years, MAS has grown rapidly and continues to add new sources of market data, new security instruments, and new quantitative tools to its investment and research process. There is tremendous need for support in data acquisition, quantitative analysis, and portfolio tools development.
Key job responsibilities include, but are not limited to
- Participate in development of next generation platform for multi-asset strategies
- Development of front-end tools to aid portfolio optimization, monitoring, trade building and trade routing
- Building a consolidated multi-asset data repository and knowledge base
- Developing systems for downloading data from various internal and external sources
- Developing robust quality control processing, monitoring and workflow tools
- Implementation of risk and return models
- Simplification and automation of existing manual processes
- Provide support for overnight batch jobs
What makes this role unique or interesting
- The Multi-Asset Technology team is currently making a significant investment in building out a platform to improve our ability to invest in systematic strategies. This project is still in its early stages, and the candidate will be given significant opportunities to make contributions at the ground-level.
- The candidate will have an opportunity to work alongside an established team of developers, quantitative analysts and portfolio managers to create a new multi-asset platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control.
Professional development value of this role
- The candidate will have an opportunity to learn or leverage existing skills in Python, SQL, Git, Azure, Docker, Kubernetes, Airflow and Dash
- The candidate will work closely with professional investment staff and get an opportunity to broaden their financial knowledge across asset classes, markets and instruments
Job Qualifications
- A desire to grow their knowledge about the investment implementation lifecycle and various markets including equities, credit, rates, fx and volatility.
- A desire to learn about modern software development using a CI/CD deployment methodology using Python, Azure, Kubernetes, SQL, etc
- Easy going, but committed to help the team and business succeed.
- Pragmatic when needed to balance time to market demands with capabilities
- Desire to ensure software written is of high quality, including budgeting time for robust developer testing
Qualifications, Experience, Education
- Degree in Computer Science/Engineering, Master’s degree preferred
- 3+ years’ experience in application development using Python
- 2+ years’ experience programming SQL queries and stored procedures (Microsoft SQL Server, Postgres, Oracle, MySQL or Sybase)
- 2+ years’ experience in experience with equity financial data.
- 2+ years’ experience supporting quantitative research
- Advanced Excel programming experience a strong plus
- Development experience in MATLAB/R a plus
Skills
- Strong analytical and quantitative skills
- Candidate must be willing to take full ownership of projects, covering analysis, technical design and implementation, testing, and deployment tasks
- Software engineering skills including object-oriented design, application of design patterns
- Must demonstrate good communication skills and be comfortable working closely with senior investors
- A strong desire to document and share work done to aid in long term support
- Candidate must be a self-starter, a dependable partner, and team player
Special Knowledge
- Experience with Git/GitHub
- Experience working with risk models/attribution tools such as BarraOne, RiskMetrics, Axioma, Bisam B-one
- Familiarity with Dash for build web based dashboards, reports and user interfaces
- Experience with market data vendors - Bloomberg, QADirect, Barclays POINT, etc
- Experience with PnL and performance attribution reporting
- Experience with machine learning or big data
- Experience working in the finance industry, demonstrable curiosity in quantitative research and investment
Pune, India
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