W2 || Local || Hybrid

Job Description:

• Quantitative Engineer for the Hedge Fund Solutions team
• Implement quantitative research projects
• Extend existing quantitative analytics code base
• Integrate new data sets into the analytics process
• Work closely with various stakeholders including portfolio managers, risk managers, analysts, IT, and vendors
• Monitor and maintain constantly changing data sets and manage the data across a variety of systems

Qualification Requirements:

• 2 to 5 years of relevant experience
• Excellent programming skills
• Excellent knowledge of database concepts and SQL
• Understanding of financial instruments and investment concepts a plus
• Strong attention to detail
• Superior written and verbal communication skills and track record of successfully collaborating with a variety of stakeholders
• Fast learner and ability to quickly learn new concepts
• Familiarity with Python is a plus
• Familiarity with data visualization tools such as Tableau, Power BI is a plus
• Familiarity with Bloomberg PORT/MARS, Barra Risk Models, and Aladdin is a plus