* This is a key team in Equities Tech that builds custom tools for the PMs * Performance Overview, Position Analysis, Earnings P&L and Events * Alpha Risk Decomposition, Thematic Factor Attribution * Idea Mgmt tool * Working very closely with the Head of Quant Equities Portfolio Research and his team * Career path to QR
Quant Dev/Data Scientist - Equity Technology
Our client is looking for an exceptional individual to join the Equity Technology Team, which is responsible for designing and developing the equity portfolio analytics framework, including MSCI Barra equity factor risk models.
- Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources.
- Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
- Work with portfolio research team on the development and integration of new analytics models into the firm's delivery platforms.
- Support and run processes for equity portfolio research and risk management
- Candidate must have a minimum of 4 years of professional analytics development experience ideally at a top tier technology/fintech company.
- Strong working knowledge of software design including algorithms and object oriented design.
- Working knowledge of statistics and data analysis.
- Advanced R or Python programming (must have 3+ years of professional development experience on topics like OOP etc.).
- Experience in R programming language is strongly preferred.
- Advanced working knowledge of SQL; 3+ years of professional development experience.
- Experience with Distributed Computing and System Design.
- Experience developing solutions in 'big data' analytics engines (particularly Apache Spark).
- Strong communication skills required as this role involved direct communication with risk management and trading.
- Good team player with a strong willingness to participate and help others.