Jacobs Levy Equity Managementposted 6 days ago
Mid Level
Florham Park, NJ
Securities, Commodity Contracts, and Other Financial Investments and Related Activities

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

Job Keywords

Hard Skills
  • C
  • Julia
  • NumPy
  • Python
  • SQL
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  • WFfYvM6Zp V3yWSnQjfZU
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Soft Skills
  • Lgb1K k9EAWt4PI0i
  • QpzRJtf0l2q IGptqjN
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