Quantitative Developer - Equity Factor Model

Minimum 5 years of software development experience in finance or top-tier technology companies. Broad understanding of equities markets and portfolio construction. Strong working knowledge of software design, algorithms, and object-oriented design. Strong working knowledge of statistics. Advanced R and Python programming with 5+ years of professional experience. Hands-on experience in scaling R to Big Data. Advanced SQL knowledge with 5+ years of development experience. Experience developing solutions in big data analytics engines, particularly Apache Spark. Strong communication skills for direct communication with risk management and trading. Detail-oriented, quick learner in a fast-paced environment. Demonstrated track record of success in challenging environments. Good team player with a willingness to help others.

Build expertise in Barra and proprietary factor risk models. Build infrastructure for optimal extraction, transformation, and loading of data using SQL and big data technologies. Identify, design, and implement internal process improvements. Collaborate with portfolio research on analytics model integration. Perform extensive back-testing of risk factor models. Support risk management and equity portfolio research processes.