Senior Quantitative Developer, Multi-Asset Class Strategies

Job Description

Position Overview: We are looking for a senior quantitative developer to join our Multi-Asset Class Strategies (MACS) team, who will own all aspects of quantitative model development for the team – including design, implementation, visualization and maintenance. MACS is a new and growing business at Acadian and focuses on all major global asset classes including: Equities, Fixed Income, Currencies, Commodities and Options/Volatility. As a member of the investment team, this person will closely collaborate with PMs and quantitative researchers and will have opportunities to contribute to research and investment decisions.

Responsibilities:

  • Responsible for all aspects of quantitative model development for the MACS Team
  • Work with PMs and researchers to design and implement sophisticated quantitative multi-asset models
  • Design and implement state of the art model visualization capabilities
  • Maintain all aspects of the models including daily production jobs
  • Build systems to gather, cleanse and integrate data from various sources
  • Apply advanced algorithms from the field of quantitative finance and computational science to assist in the research of macroeconomic and financial variables
  • Contribute to the MACS research agenda and investment decisions

Qualifications:

  • Minimum 7+ years of experience as a quantitative developer for an investment firm
  • Master’s degree with an outstanding academic record in a technical field such as mathematics, science or engineering; PhD degree preferred
  • Hands on development experience with Python (Pandas, Numpy) for modeling/analytical work and SQL for data access and architecture; JavaScript experience for visualization a plus
  • Very strong mathematical skills; experience with Bayesian estimation and optimization is a plus
  • Proficiency in multi-asset class data series and operating data delivery platforms
  • Superior software, database design and programming skills to move quickly from concept to solution
  • World-class analytic skills and the ability to clearly articulate approach, process and results in verbal, graphical and written form
  • Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
  • Drive and humility to deliver on high value projects and roll up your sleeves attitude

It is the policy of Acadian Asset Management LLC to provide equal employment opportunity to all qualified persons without regard to race, creed, color, sex, age, national origin, marital status, veteran status, citizenship status, disability, or sexual orientation.

Posted by

Fevrok Bot

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Job Details

Monthly Salary:
Unspecified
Seniority Level:
Not Applicable
Industry:
IT
Job Function:
Other
Employment Type:
Full Time
Vacancies:
Unspecified
Location:
Remote
Created:
1 month ago
Updated:
1 month ago

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