Jr Investment Management Quant Engineer

US-CA-Pasadena
Category
Information Technology - Architecture/Applications Development

Overview

Responsible for Developing Investment Management Solutions

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

How to Apply

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