Quantitative Developer
Arrowstreet Capital, Limited Partnership
Job Description
Team Overview We are looking for Quantitative Developers to join our Research group. Our collaborative, data-driven, intellectually rigorous team is responsible for generating investment ideas, codifying them into signals, back‑testing those signals, and producing return, risk and trading cost forecasts to drive trading decisions. We maintain a friendly, team‑oriented environment and value professionalism, attitude and initiative.
Within Research, our quantitative development team supports faster generation, evaluation and productionization of investment ideas through tools, APIs, libraries and software engineering practices. As a Quantitative Developer, you will help build our next‑generation Research data platform leveraging open‑source, cloud and distributed computing technologies and work on high‑impact projects that are quickly adopted and drive change across the team. Responsibilities Write and maintain Python and R code that supports the investment research production processes.
Design and create software to enhance our data science technology stack. Perform ad‑hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources. Implement performance improvements in our data analysis and numerical programming code.
Run POCs to evaluate new technologies and libraries in the PyData ecosystem. Stay up to date on the PyData ecosystem and evaluate new libraries and tools. Collaborate with software engineers to design feeds for new data sources from third‑party vendors.
Qualifications Undergraduate or graduate degree in computer science with a quantitative application such as mathematics and/or finance, or a quantitative degree with a computer science application. 1–3 years of relevant experience. Demonstrated professional or academic success and strong analytical, quantitative and problem‑solving skills. Experience implementing production‑grade Python code for a data analytic business, preferably in investment management.
Expert programming skills in Python with pandas and numpy and expertise in OOP paradigms, data structures and numerical algorithms. Understanding of probability and statistics, including linear regression and time‑series analysis. Curiosity and willingness to learn new technologies; interest in financial markets (prior experience not required).
Excellent communication skills, including data visualization, and a high energy work ethic. Valuable experience includes: Programming in R with tidyverse packages. High‑performance computing and distributed computing (Hadoop, Spark, Kafka).
SQL, Unix/Linux system tools and environment. Basic familiarity with unit testing, continuous integration, DevOps, containerization. Interactive data visualization and dashboards.
Salary and Benefits The base salary range for this position is $155,000 – $260,000 per year. Arrowstreet Capital operates a robust talent acquisition program and seeks to compensate and reward employees competitively within our industry and according to a merit‑based culture. Our approach to total compensation includes base salaries and annual discretionary bonuses, along with a robust benefits package.
Equal Opportunity Employer Statement Arrowstreet Capital is a Boston‑based systematic investment firm that manages global equity portfolios for institutional investors worldwide. All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, genetic information, age, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law. Arrowstreet Capital is committed to providing reasonable accommodations for qualified individuals with disabilities and disabled veterans.
If you need a reasonable accommodation during any part of the employment process, please contact us to discuss the nature of your request and the required contact information. #J-18808-Ljbffr