Quant Engineer
Company: The Ceres Group
Location: Boston
Posted on: October 11, 2024
Job Description:
Quant Engineer to work in collaboration with the Research,
Portfolio Management and Data teams to develop and implement new
models, architect solutions and build powerful analytic tools. This
is an exceptional opportunity to help build out alpha, risk,
transaction cost and portfolio analysis systems at the firm as part
of an entrepreneurial team. The successful candidate will be
integral to developing the platform and infrastructure for
quantitative models used in our equity products. As a member of the
investment team, this person will closely collaborate with PMs,
quantitative researchers, and integration analysts.Client supports
a hybrid work environment; employees are on-site in the Boston
office 3 days a week.What You'll Be Doing:
- Develop, validate and enhance our proprietary forecast, risk,
transaction cost and attribution models on our quantitative
research and production infrastructure.
- Implement, enhance and support our data platform and modeling
infrastructure.
- Work with quantitative portfolio managers to build tools and
software libraries to advance analytics platforms using machine
learning techniques.
- Build systems to gather, cleanse and integrate data from
various sources for research and modelling needs.
- Familiarize yourself with our quant system design, architecture
and tool chain, be able to trace/debug/enhance components of an
investment system. Learn about Equity Alternatives investment
processes and production job workflow.
- Make significant contributions to investment strategies
integration project. Help to enhance and optimize existing codebase
to run more efficiently in AWS environments.
- Support Equity Alternatives daily operations, client requests
and ad hoc enhancements. Enhance object model framework and
codebase.We're Looking for Teammates With:
- Master's degree with an outstanding academic record in a
technical field such as science, engineering or mathematics, with
3+ years of experience as a developer for an investment firm;
Bachelor's degree with 5+ years of experience. CFA charter is a
plus.
- Hands on development experience in Python (pandas, sklearn,
statmodels, cvxopt, etc). Familiar with popular machine learning
algorithms and packages. Good understanding of software system
development life cycles.
- Experience in using and building high performance compute,
containers, pipelines/scheduling and their relevant tools.
- Familiar with financial data series, building and optimizing
data structures and operating data delivery platforms.
- Advanced 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.
- Strong work ethic and roll up your sleeves attitude to deliver
projects under tight schedule.Hybrid 3 DAYS ON SITE
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Keywords: The Ceres Group, Springfield , Quant Engineer, Engineering , Boston, Massachusetts
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