Job Title:
Quantitative Software Engineer

Company: Jacobs Levy Equity Management

Location: florham park, NJ

Created: 2024-04-20

Job Type: Full Time

Job Description:

Jacobs Levy Equity Management, an institutional asset manager located in Florham Park, NJ, is seeking Quantitative Software Engineers to play a key role in contributing to the quantitative investment processes.   Be part of a team that leads our future. Our engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. You will have a great opportunity to build a next generation system for global portfolio management, work with large data sets, and solve challenging business problems.   As part of a team, Primary Responsibilities include: Implement and enhance quantitative models, proprietary portfolio construction, and optimization techniques with Research and Portfolio Management teams Architect and manage global data repository incorporating millions of financial and market data points Create high performance simulation and optimization engines Develop and manage investment workflow management systems Build and extend analytics and reporting platforms   Requirements Include: MSPhD in Computer Science, Engineering, Statistics, or related discipline Must have strong programming skill in Python or Julia, experience with NumPyPandas or similar quantitative software a plus Must have hands-on programming Experience in CC++ 2+ years experience with database technologies like SQL server, Oracle, etc. Outstanding coding, debugging, and analytical skills An aptitude for math and statistics Knowledge in .NET and C# is a plus Passionate about solving complex business, data, and technical challenges Contributions to open source software a big plus   Jacobs Levy Equity Management focuses exclusively on managing equity portfolios for institutional clients. We encourage intellectual curiosity and offer a good worklife balance, competitive compensation, and a collegial environment.