Portfolio Management Developer
The Global Asset Allocation (GAA) group primarily focuses on portfolio management and research related to macro trading strategies. These include, but are not limited to: country and currency selection strategies, fixed income arbitrage strategies, commodities strategies, credit strategies and volatility strategies.
The GAA PM team is responsible for the construction, optimization, and management of the firm’s global multi-asset portfolios. PM Analysts work closely with GAA researchers to bring to market new systematic investment strategies and refine existing ones, applying a practical understanding of markets to portfolio implementation decisions. PM Analysts manage portfolios across a broad range of investment mandates and asset classes in a collaborative and intellectually stimulating environment. They oversee all portfolio level activities and manage the launch of new investment mandates, coordinating across senior portfolio managers, client relationship managers and key functional groups. Exceptional candidates will quickly gain significant responsibility to shape key aspects of portfolio / strategy construction and implementation.
We are looking for an exceptionally talented individual to join our GAA Portfolio Management Development (PMD) team. The PMD team works closely with GAA portfolio managers, helping to design, build, and continually refine the systems at the core of the business, incorporating trade generation, liquidity management, exposure monitoring, and performance attribution. While working side-by-side with the brightest minds in the quantitative finance industry, the candidate will become intimately familiar with the investment philosophy which drives the company.
As a successful PMD candidate, you will bring creativity, innovation, and passion to help design and implement the firm’s portfolio management systems. Thinking in code should come naturally to you and enjoy finding simple solutions to complex problems. You are comfortable working in the quantitative space, and have an aptitude for mathematics. You also place an emphasis on elegance and carefully considered design.
- Undergraduate degree in computer science, with a strong GPA
- 3-5 years of extensive programming experience, with demonstrated exposure to multiple languages
- Experience with Python, C#, and SQL are all pluses
- Experience with any quantitative library is a plus, especially pandas (okay, maybe we’re partial because pandas was born here)
- Strong quantitative and problem-solving skills
- Ability to discuss and explain complex concepts in both oral and written form
- Mature and thoughtful, with the ability to operate within a collaborative, team-oriented culture
- Committed to intellectual integrity with high degree of ethics
- Hard-working and eager to learn in a highly intellectual, innovative environment
- Well-organized, detail-oriented with strong communication skills; able to multi-task and keep track of various deadlines
- Energized by the ability to have impact through the use of technology