Description:

We are looking for a Quantitative Developer on behalf of our client.   



Description



The Developer will be a part of a dynamic and fast-paced development team, embedded within the GAA researchers and analysts. You will provide high impact solutions on various projects including alpha research, portfolio construction, and risk management. You will craft high quality, robust, and efficient analytical solutions that will be used to improve GAA’s investment processes.



Primary Responsibilities



Develop new prototypes, pilots, and production applications using technologies, including R, SAS, Linux.

Convert over 2500 SAS programs to R.

Design and develop complex enterprise applications.

Rapidly develop enterprise software based on requirement documents, prototypes, or verbal requirements.

Create and extend unit and automated test suites.

Work across peer groups to resolve and understand complex technical/design issues.

Work with quants to design, develop, maintain, and enhance new quant models, leveraging a variety of mathematically and quantitative libraries.

Ability to quickly grasp new concepts, including in depth knowledge of Bonds and a strong understanding of mathematics.

Education and Experience



BS in Computer Science or equivalent degree and 5 plus years of professional experience

Independent, results-oriented problem solver with a passion for software engineering

Ability to utilize various technologies: R, SAS, SQL, Matlab, Python, Java, JavaScript, HTML/CSS, Tableau

Experience in SQL development, preferably on Oracle

Exposure and experience to Linux & Windows

Strong understanding of mathematics

Great communication skills and natural collaborator, working closely with other technology teams and investment team users

Fast learner and a great team player

Familiarity with modern software development processes, experience working in an iterative agile development

Experience using a variety of open source technologies and cloud services