Quantitative Developer - Boston, MA, United States - Selby Jennings

Description

Responsibilities:

• Quantitative Development: Enhance, develop, test, and deploy production model code to support existing research platforms and strategy/portfolio applications.
• Platform Migration: Assist in transitioning code to a new Python-based quant infrastructure, collaborating with other Technology team members to determine optimal end-to-end solutions.
• Software Engineering: Implement industry-standard best practices for software design, lead internal code review processes, conduct code analysis, and proactively identify software risks.
• Data Pipeline Management: Design and create efficient end-to-end data and analytical solutions using a Python stack to meet internal business requirements.
• Database Consolidation: Aid in consolidating data sources used by the investment team onto a common shared platform, ensuring compliance with GMO's architecture best practices and coding standards.
• Team Participation: Actively engage in GMO Python/new platform working groups and participate in agile/scrum activities.

Requirements:

• Bachelor's degree or equivalent required; advanced degree in computer science, engineering, math, or science preferred.
• Familiarity with statistics and experience with optimization libraries (e.g., open-source libraries like cvxpy, commercial solvers like cplex and gurobi) is advantageous.
• Knowledge of MATLAB is beneficial but not mandatory.
• Minimum of 3-5 years of professional experience in Python, including package development.
• Strong grasp and application of software design principles.
• Preferred experience with SQL queries and database development using relational databases.
• Bonus points for familiarity with modern CI/CD DevOps practices and orchestration tools such as Azure DevOps, Airflow, Kubernetes, and Docker.
• Strong preference for experience with GIT.