Quantitative Validation Programmer / Analyst - job id 31727


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Quantitative Validation Programmer / Analyst

Per Year Base Salary F/T Employee

Midtown Manhattan



How to Apply

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Claire Volis


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(732) 757-2841


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(212) 616-4800 ext-590




A F/T position

Pay Options: F/T Employee.

Contact Claire Volis. call (732) 791-4721 / (212) 616-4800 ext.590 or email claire@sans.com with the Job Code CV31727 or Click the Apply Now button ().

Location: Midtown Manhattan.

Skills required for the position: PYTHON, PANDAS, QUANTITATIVE, ANALYTICS


Detailed Info: The Quantitative Validation Programmer / Analyst will work in the Quantitative Development team in the Front Office to validate all analytics produced by the team. The team's code base, written in Python using Pandas/Numpy, generates analytics which are served internally on a web based application.

You will create and execute a strategy to ensure end-to-end validity of all data available via the application.

The Quantitative Validation Priogrammer / Analyst will also be expected to work on other projects for the Investment team, as it continues to grow and improve its technical infrastructure, and automate processes where possible.

These projects will include market data acquisition and management, research report generation, portfolio data management, and data visualization.

Key Responsibilities:

Work with senior team members to create and implement appropriate framework for validation of quantitative analytics

Help the quant team identify and solve issues with existing and new ad-hoc analytics

Work with the IT group to integrate validation codebase with QA framework

Create documentation of code, data flow, and report generation

Gather requirements, document business processes, and participate in design and implementation of other Investment Team projects


Development/Computing Environment:

Bachelor's degree in a quantitative discipline with a GPA of at least 3.4

1-3 years' work experience


Technical Skills:


Strong programming experience with Python, numerical libraries (Numpy/Pandas preferred)

Strong Excel experience

A basic knowledge of database design and queries

Ability to pick up new technologies quickly

Business Experience and Analysis

Knowledge of portfolio management and experience with various financial products; if lacking experience, must have ability to get up to speed quickly

At least 1 year professional experience in 2 of the following:

Programming

Mathematics

Finance (progress towards FRM/CFA preferred for candidates with no financial background)

Decision Making/Problem Solving

o Shows clear analytical thinking and sound judgment; makes timely decisions based on analysis;

demonstrates strong problem solving capabilities

Initiative and Teamwork

o Ability to work with the quantitative developers to ensure high quality of analytics

o Desire to work in a relatively flat working environment where reporting lines are not necessarily

hierarchical

o Motivation to succeed in a small, entrepreneurial environment and desire to take responsibility for

getting things done in such an environment

o Ability to multi-task


The position offers competitive compensation package.


Job Id: 31727