Quant Engineers required with either of the programming language exp (Python/R or Scala)
My Client is a 3.5bln global macro hedge fund and is looking to fill a role in its Risk Infrastructure Group. The Risk Infrastructure Unit is responsible for the front to back management of the firm’s key reference data across multiple source systems, covering PnL, risk exposures, value at risk, trade static data, asset allocations, etc.
This reference data is ingested multiple times a day, post processed (cleaned, normalized, enriched, etc) and distributed via proprietary GUIs to the end users such as portfolio managers, risk managers, operations managers, investor relations managers, etc.
The Quantitative Development Engineer (QuantDev Engineer) will report to the Head of Risk Infrastructure. The role combines technically and intellectually challenging work and project responsibility and is at the core of a talented and high-functioning team.
Ideal candidates will be ambitious IT professionals who excel in technology and software development, seeking to gain exposure to quantitative finance and data science. A good knowledge of financial data modelling is required. More specifically, he/she will:
- Develop complex queries and stored procedures using T-SQL
- Develop and extend SSAS Tabular models
- Develop Power BI reports – visualizations, calculations, etc, including R/Python integration
- Understand and analyze requirements to develop, test, configure and deploy complex SSIS packages. Use of SQL Server 2012- 2017 experience to implement robust, maintainable solutions that meet requirements
- Troubleshoot SSIS packages to address critical production issues.
- Assist users in refining complex queues and performance tuning
- Evaluate large and complex data sets
- Maintain current codebase written in R/Python
- Write and maintain technical documentation
- Manage source code versioning and deployments
- Stay knowledgeable with the latest advances in SQL Server and other data technologies
- 5-7 years development experience with Microsoft SQL Server and/or Azure SQL Server – T-SQL, data modeling, etc
- 5-7 years of SSIS (or comparable) development experience in developing ETL
- 3+ years with Power BI/SSAS Tabular, including DAX
- 3-5 years with R/Python development
- Dimensional modeling experience; working knowledge of best practices for loading a data into normalized and star schemas
- Demonstrated skill and ability in interfacing programmatically with a variety of enterprise systems (Rest API, etc)
- Analytical, Problem Solving, creative thinking and design skills
- Clearly demonstrated sense of urgency
- Ability to work well under pressure and independently
- Understanding of financial data – market data, pricing, trading
- Understanding of basic data science concepts and algorithms