Quantitative Technical Lead

Location: Pasadena, CA
Date Posted: 13-06-2017
Job Description:

The Technical Lead is a key member of the team for development and support of the firm’s proprietary analytics and risk management systems.  The individual is hands-on and works closely with the Quantitative Analytics & Risk Modeling (QARM) and Risk Information Group (RIG) to understand requirements, design and develop robust and efficient processes utilizing the best programming practices.  The Technical Lead frequently collaborates with peers, promotes a can-do attitude, and motivate fellow developers for achieving the best results.
The Technical Lead should have a keen understanding of fixed income markets and portfolio construction.  The individual is math-savvy and use quantitative programming techniques to solve problems at a large scale.  He/she should have a diverse background in programming and has a passion in creating mission-critical and high performance systems. 
Along with the specified responsibilities and competencies, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiatives within a team environment.  The optimal candidate has an interest to pursue a career in quantitative programming in the investment management business. 
  • Organize design meetings
  • Maintain development schedule and issues list
  • Provide status reports to management
  • Escalate key issues to management as necessary
  • Promote best system design and programming practices
  • Articulate different architectural and design approaches
Software Development
  • Design and develop efficient, flexible and supportable software for security analytics/valuation and portfolio risk calculations
  • Use reliable methods to validate code and confirm results
  • Create project documentation including technical requirements, design diagrams, flow charts, and work estimates
  • Support production system by researching, diagnosing, and rectifying issues
  • Collaborate with business teams to capture technical requirements
  • Demonstrate software design and computational results to business and peers
  • Work with QA team to properly and thoroughly test system changes
  • Work with other application teams for integration projects
Programming Skills
  • 10+ years software development experience, preferably in a technical leadership role for the recent 5 years
  • Expert in SQL queries
  • Expert in Java, C/C++, Python, Scala, or any other object-oriented programming languages
  • Experience with git or subversion
  • Familiar with statistical programming languages such as SAS, R, Matlab
  • Familiar with agile development practices
Domain Knowledge
  • Knowledge of fixed income instruments and related risk analytics
  • Knowledge of security valuation principles
Leadership Skills
  • Strong analytic and problem solving skills
  • Excellent interpersonal skills, including verbal and written communication skills
  • Self-motivated, detail-oriented, and possess the ability to perform in a fast-paced and high-pressure team environment
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