Wellington Management

62 Wellington Management Quantitative Developer Jobs Hiring Near You

Exposure to the full lifecycle of trading analytics and risk management If you are a Quantitative Developer looking to join one of the world's most elite teams, please apply for more information. #J ...

Quantitative Developer

Boston, MA · On-site

$155K - $260K/yr

Team Overview We are looking for Quantitative Developers to join our Research group. We are a ... Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity ...

Quantitative Developer

Boston, MA · On-site

$155K - $260K/yr

Team Overview We are looking for Quantitative Developers to join our Research group. We are a ... Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity ...

Responsibilities include managing the production environment for the firm's quantitative models, developing and integrating new models. The Quantitative Software Developer will work in support of ...

Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex ... Proficient in SQL, any other high level programming languages, such as R, Python, MATLAB, is a plus

Reporting to the Lead Quantitative Developer in Stamford, CT, you will work closely with traders ... management, and market analysis. This will be a full-time role, owning the following ...

Quantitative Developer

Boston, MA · On-site

$155K - $260K/yr

Team Overview We are looking for Quantitative Developers to join our Research group. We are a ... Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity ...

Showing results 21-40

Quantitative Developer

Quant Blueprint LLC

Manhattan, NY • On-site

$130 - $160/hr

Other

Posted 11 days ago


Job description

About Cubist

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role
  • Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
  • Overseeing automated trade execution and monitoring transaction costs.
  • Supervising a small team of researchers and developers on a daily basis.
  • Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
  • Performing research to acquire historical and production data sources needed to build investment models.
  • Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
  • Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
  • Using quantitative models to value securities.
  • Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
  • Developing aspects of successful statistical models, focusing on forecasting and optimization.
  • Expanding trading universe and volume and expanding to other exchanges and products.
Requirements
  • Advance degree (Masters or Ph.D.) in a computational or analytical field.
  • Minimum of 10 years' experience developing, researching or implementing quantitative models for equities, futures and/or FX.
  • Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
  • Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
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