纽约人寿招初级量化分析师和开发人员。该量化基金平台管理100亿美元。要求应聘者人在美国，有意者请发送简历至[email protected]。
We are looking for a Quantitative Equity Research Analyst and a Quantitative Developer, to grow our research team. We are a leader in systematic equity strategies with products including US and International markets both long only, long/short.
Quantitative Equity Research Analyst
The Quantitative Equity Research Analyst will report to the Head of Research and will assist with the execution of the quantitative team’s research agenda. This role will be responsible for all aspects of alpha model and factor research including alpha discovery, coding, testing, creation of analytics, optimized backtesting, production support and maintenance. An ideal candidate will have a solid educational background and strong programming skills
Requirements
Undergraduate degree in engineering, economics, finance, computer science, statistics or related major
Advanced degree in finance, economics, business or engineering a plus
1-2 industry experience from either buy or sell side, though buy side preferred
Strong programming skills including: PYTHON preferred, R/S-Plus
Familiar with financial data a plus including with typical data sets such as Compustat, Worldscope, IBES, Data Explorers, Risk models
Strong oral and written communication skills to present to research and PM teams a plus
Quantitative Developer
The Quantitative Developer will report to Enterprise Architect and will assist with our infrastructure agenda. This role will be responsible for all aspects of infrastructure including database, testing, scheduling, production support and maintenance. An ideal candidate will have a solid educational background and strong skills in programming and database. Knowledge of vendor datasets would be a big plus.
Responsibilities
Create and implement solutions for development, research, and production environments
Contribute to the architecture and implementation of a system-of-systems
Write production quality parameterized SQL queries that will be used in a C# data api to pull, process, and aggregate investment related data
Develop Python classes and properties that leverage the data api to help build investment layer business logic
Ability to clearly communicate technology concepts verbally and in writing to both IT and investment professionals
Requirements
Undergraduate degree in engineering, computer science, or related major.
RDBMS expertise, preferably SQL Server
An understanding of equity investment processes and key data sets
Previous work experience as a quantitative developer
Ability to develop solutions from scratch as well as modify existing applications
Expertise in one or more Object Oriented language (C#, C++, Java, Python)
Familiarity with Security Master concepts for both current and historic data processing neeeds
Previous experience with the Thompson Reuters Market QA RDBMS and ability to write custom queries leveraging their schemas
Significant experience developing Market QA queries access Compsutat, Worldscope, IBES, Russell, and MSCI databases
The ability to articulate and implement SDLC best practices and design patterns
Desired skills would include process automation, parallel processing, and distributed computing
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