Team Overview
We are looking for Quantitative Developers to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.
Our quantitative development team within Research is responsible for the tools, APIs, libraries and software engineering techniques to support faster generation, evaluation and productionization of investment ideas.
As a Quantitative Developer, you will help build our next-generation Research data platform leveraging open-source, cloud and distributed computing technologies. You will work on high-impact projects that are quickly adopted and drive change across the team.
Responsibilities
- Your responsibilities are expected to grow in line with your experience and abilities. Depending on your competitive advantages, typical responsibilities may include:
- Writing and maintaining Python and R code that supports the investment research production processes
- Designing and creating software to enhance our data science technology stack
- Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources
- Implementing performance improvements in our data analysis and numerical programming code
- Running POCs to evaluate new technologies and libraries in the PyData ecosystem
- Staying up to date on the PyData ecosystem and evaluating new libraries and tools
- Working with software engineers to design feeds for new data sources from third-party vendors
Qualifications
- An undergraduate or graduate degree from an educational institution in computer science with a quantitative application such as mathematics and/or finance, or vice versa – a quantitative degree with a computer science application
- Demonstrated professional or academic success (recent graduates are encouraged to apply)
- 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
- Expertise in OOP paradigms, data structures, and numerical algorithms
- Understanding of probability and statistics, including linear regression and time-series analysis
- Curiosity and a willingness to learn new technologies
- Interest in financial markets (prior experience not required)
- Excellent communication skills, including data visualization
- High energy and strong work ethic
In addition, experience with any of the following would be valuable:
- Some experience programming in R with tidyverse packages
- High-performance computing
- Distributed computing
- Hadoop, Spark, Kafka, and related technologies
- SQL
- Unix/Linux system tools and environment
- Basic familiarity with unit testing, continuous integration, DevOps, containerization
- Interactive data visualization and dashboards
We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.
Top Skills
What We Do
Arrowstreet Capital is a Boston-based investment manager that provides global and international equity investment strategies and fund products to institutional investors such as pension plans, endowments, foundations, and registered/unregistered commingled investment funds.
We offer a select range of global equity investment strategies managed as long-only, alpha extension and long/short utilizing a broad range of instruments, including swaps and futures. Our investment process utilizes quantitative methods that focus on identifying and incorporating investment signals into our proprietary return, risk and transaction cost models. Our investment approach involves creating and investing in diversified equity portfolios. We utilize a structured investment process that attempts to add value relative to a client specific benchmark. This involves identifying opportunities across companies, sectors and countries by evaluating a diverse set of fundamental and market-based predictive factors. Portfolios are constructed through the use of a mean variance optimizer and proprietary risk and transaction cost models.
Arrowstreet Capital manages approximately $100 billion for over 200 client relationships in North America, the United Kingdom, Europe and the Asia-Pacific regions.
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