Quant Developer (Model Integration)

  • Competitive
  • Boston, MA, USA
  • Permanent, Full time
  • Acadian Asset
  • 19 Jun 17

We are looking for a Senior Analyst to work with our Long/Short team. This is an exceptional opportunity to help build out alpha, risk and portfolio analysis systems at Acadian as part of a small entrepreneurial team. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in Acadian’s hedge fund products. As a member of the investment team, this person will closely collaborate with PMs, quantitative researchers and integration analysts.

Responsibilities:

  • Build systems to gather, cleanse and integrate data from various sources for research and modelling needs
  • Implement, validate and enhance Acadian’s data platform and model infrastructure
  • Build, test and enhance new forecast models
  • Apply advanced algorithms from the field of quantitative finance, computational science, etc. to assist in the research of economic and financial variables
  • Partner with quantitative portfolio managers to build tools and software libraries to advance analytics platforms

 

Qualifications:

  • Minimum 5 – 10 years of experience as a quantitative developer preferably for an investment firm
  • Bachelor’s degree with an outstanding academic record in a technical field such as mathematics, science or engineering; Master’s degree or CFA preferred
  • Hands on development experience with at least two of the following Python (Numpy, Scipy, Pandas), Spark, Matlab, SQL, ETL, Java, Scala, C++/C# or R.
  • Proficiency in financial data series, building and optimizing database structures and operating data delivery platforms
  • Superior software and database design and programming skill to move quickly from concept to solution
  • World-class analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written form
  • Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
  • Drive and humility to deliver on high value projects and roll up your sleeves attitude