Job Description
Job Requirements: Requires a Master's Degree (or foreign equivalent) in Computer Science or a directly related field plus three (3) years of software development and design experience in the systematic investment industry. Must have three (3) years of experience in the following (experience may be gained concurrently): - Python, including Pandas and SQL - Full application development lifecycle, including Git, unit testing, QA testing, Cl/CO, and Deployments - Working on production code - Convex optimization frameworks, including Axioma, Gurobi, and CVXOPT - Constructing and analyzing systematic equity and corporate bond portfolios, including analyzing portfolio exposures and risks, formulating portfolio constraints, and decomposing portfolio performance - Financial concepts, including factor-based expected return models, risk models, transaction cost models, regression, and basic market concepts including SEDOL, VWAP, and bond duration Please send us your resume via email at candidates (at) placementservicesusa (dot) com with reference . Do not copy and paste your resume in the body email. Please attach it as a Word or PDF document. Thank you.