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Grantham Mayo Van Otterloo - Boston, MA
posted 3 days ago
About the position
We are seeking a Quantitative Developer to partner with multiple systematic investing teams. You will work on a variety of projects focused on different aspects of the investment process, including data loading, research tools, and model analytics. You will help build new data processing and quantitative tools using Python and a cloud-native, state of the art scalable-computing platform. You will work closely with Researchers and Portfolio Managers and focus on all aspects of the research and production code that support the team's investment processes from model building to portfolio construction. You will develop a thorough quantitative and economic understanding of the models, and a comprehension of what inputs drive the investment process.
Responsibilities
- Support existing research platform and strategy/portfolio applications by developing, enhancing, testing, and deploying production model code.
- Assist in migrating code to a new Python-based quantitative research platform. Suggest modern architectures by partnering with other Technology Team members to ascertain the best end-to-end solution.
- Utilize industry standard best practices for software design and implementation, lead internal code review processes, provide code analysis, and proactively identify software risks.
- Design and develop efficient end-to-end data and analytical solutions that support internal business requirements, using a Python stack.
- Actively participate in GMO Python/new platform working groups and engage in agile/scrum activities.
Requirements
- Bachelor's or equivalent college degree required
- Advanced degree in computer-science, data-science, engineering, math, or science preferred
- Prior experience as an investment quantitative developer preferred, including familiarity with multiple asset classes, applied math, statistics, econometrics and time-series modeling.
- Experience utilizing data from key investment data providers, strongly valued.
- Matlab experience a plus, not required
- A minimum of 3-5 years of experience in Python, including package development, with at least 7 years of overall full stack development experience
- Solid understanding and application of software design principles
- Experience with SQL queries and database development using relational databases is preferred
- Experience with git is strongly preferred
- Experience and understanding of modern CI/CD DevOps and orchestration tools such as Azure DevOps, Airflow, Kubernetes and Docker is a bonus
- Experience using cloud-based large data platforms such as Databricks, Synapse, Data Lakehouse is a plus too
Nice-to-haves
- Experience with Matlab
- Familiarity with multiple asset classes
- Experience with cloud-based large data platforms such as Databricks, Synapse, Data Lakehouse
