Quantitative Systems Engineer

2 weeks ago


Florham Park, New Jersey, United States Jacobs Levy Equity Management Full time

Jacobs Levy Equity Management, a leading institutional asset management firm, is on the lookout for Quantitative Software Engineers to significantly contribute to our quantitative investment strategies.

As a vital member of our team, you will be engaged in the design, implementation, optimization, and testing of our proprietary quantitative investment frameworks. This role presents an excellent opportunity to develop cutting-edge systems for global portfolio management, handle extensive data sets, and tackle complex business challenges.

Key Responsibilities:

  • Enhance and implement quantitative models, proprietary portfolio construction, and optimization methods in collaboration with Research and Portfolio Management teams.
  • Design and oversee a global data repository that integrates millions of financial and market data points.
  • Create high-performance simulation and optimization engines.
  • Develop and maintain investment workflow management systems.
  • Build and expand analytics and reporting platforms.

Qualifications:

  • MS/PhD in Computer Science, Engineering, Statistics, or a related field.
  • Proficient programming skills in Python or Julia; familiarity with NumPy/Pandas or similar quantitative software is advantageous.
  • Hands-on programming experience in C/C++.
  • Minimum of 2 years of experience with database technologies such as SQL Server, Oracle, etc.
  • Exceptional coding, debugging, and analytical abilities.
  • A strong aptitude for mathematics and statistics.
  • Knowledge of .NET and C# is beneficial.
  • A passion for resolving intricate business, data, and technical challenges.
  • Contributions to open-source software are highly regarded.

Jacobs Levy Equity Management is dedicated to managing equity portfolios for institutional clients, fostering intellectual curiosity, and promoting a healthy work/life balance, competitive compensation, and a collaborative environment.



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