Quantitative Developer - Equity Factor Model
M
MillenniumFinance Technology
Remote - North AmericaFull-TimeSenior
Salary not disclosed
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Job Details
- Experience
- 5+ years
- Required Skills
- PythonSQLSparkR
Requirements
- 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 including algorithms and object oriented design
- Strong working knowledge of statistics
- Advanced R and Python programming (5+ years professional experience)
- Hands-on experience in scaling R to Big Data
- Advanced working knowledge of SQL (5+ years professional experience)
- Experience developing solutions in ‘big data’ analytics engines (particularly Apache Spark)
Responsibilities
- Build expertise in Barra and proprietary factor risk models
- Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources using SQL and ‘big data’ technologies
- Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
- Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
- Perform extensive back-testing of existing and new risk factor models
- Support and run processes for risk management and equity portfolio research
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