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Jacobs Levy Equity Management - Florham Park, NJ
posted 4 days ago
About the position
This position will play a key role in contributing to the quantitative investment processes. Engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. As part of a team, primary responsibilities include implementing and enhancing quantitative models, architecting and managing global data repository, creating high performance simulation and optimization engines, developing and managing investment workflow management systems, and building and extending analytics and reporting platforms. The successful candidate must possess strong coding (in Python/Julia and C++) and analytical skills. MS/PhD degree in Computer Science or related field required. We are seeking Quantitative Software Engineers to play a key role in contributing to the quantitative investment processes. Our engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. You will have a great opportunity to build a next generation system for global portfolio management, work with large datasets, and solve challenging business problems.
Responsibilities
- Implement and enhance quantitative models, proprietary portfolio construction, and optimization techniques with Research and Portfolio Management teams
- Architect and manage global data repository incorporating millions of financial and market data points
- Create high performance simulation and optimization engines
- Develop and manage investment workflow management systems
- Build and extend analytics and reporting platforms
Requirements
- MS/PhD in Computer Science, Engineering, Statistics, or related discipline
- Must have strong programming skill in Python/Julia, experience with NumPy/Pandas or similar quantitative software a plus
- Must have hands-on programming Experience in C/C++
- 2+ years' experience with database technologies like SQL server, Oracle, etc.
- Outstanding coding, debugging, and analytical skills
- An aptitude for math and statistics
- Knowledge in .NET and C# is a plus
- Passionate about solving complex business, data, and technical challenges
- Contributions to open source software a big plus
Nice-to-haves
- Experience with NumPy/Pandas or similar quantitative software
- Knowledge in .NET and C#
- Contributions to open source software
