Overview

Responsibilities:

  • The IM Quant Engineer will be a key member of the Investment Management Rapid Solutions team which works directly with front office traders, portfolio managers, analysts, and management to design and develop creative, robust, value-add solutions for the Investment Management Team.
  • As part of this group, the individual will be responsible for analyzing, designing, modeling, developing, testing, and supporting front office solutions such as daily portfolio and benchmark-relative exposures across various dimensions covering a wide range of fixed income and derivative product types.
  • The IM Quant Engineer should have a keen understanding of fixed income and derivative products and derivatives as well as portfolio construction and management.
  • The IM Quant Engineer should have a diverse background in programming and have a passion in creating mission critical and high performance systems.
  • Along with the specified responsibilities and competencies, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiatives within a team environment.
  • The optimal candidate has a strong interest to deliver creative value-add solutions to the front office users of the investment management business.
  • Utilize understanding of fixed income and derivative analytics as well as portfolio management to design and construct solutions for investment management users.
  • Quickly understand business and system details related to existing and planned front office solutions.
  • Collaborate with analysts, front office users, and management to analyze and design innovative front office solutions.
  • Contribute creative and innovative ideas on user-experience with front office solutions.
  • Work both independently and with team to consistently deliver and support high-quality solutions to business users.
  • Quickly develop and deliver high-quality, tested solutions based on requirements and user-experience discussions.
  • Efficiently manage multiple tasks and/or projects simultaneously and accurately track and escalate issues to supervisor.
  • Provide effective documentation of user-solutions and technical decisions where appropriate and effective.
  • Provide production support of related solutions.
  • Communicate effectively in all matters related to responsibilities.

Qualifications:

Specific Knowledge, Experience, and Characteristics Required:

  • Excellent communication skills.
  • Strong knowledge of portfolio management and a wide range of fixed income and derivative products and analytics.
  • Solid experience and knowledge in developing Excel VBA and SQL.
  • Solid experience and knowledge in a programming language (e.g. Python, Scala, R, C++, .NET).
  • Highly self-motivated, results oriented, and capable of independent creative critical thinking and problem solving.

Academic Qualifications (minimum requirements):

 M.S. in Financial Engineering or equivalent.

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