Orsus Research is looking for a team member to help build-out our next generation of performance analytics and strategy profitability assessment tools geared for systematic portfolio managers.
Principal Responsibilities
- Proficiency with Python (familiarity with Java, Scala, R, C++, Q/KDB would be a plus)
- Advanced knowledge of data science stack (Pandas, NumPy, SciPy).
- Proficiency at working with large datasets, practical experience with distributed computing frameworks (Dask, Ray, or Vaex)
- Experience designing backends for data driven calculation heavy systems, for example, VaR engines and stress analysis systems
- Experience building REST APIs
- Experience with relational SQL and NoSQL databases, including Postgres, MS SQL Server, and Redis
- Understanding of Data Structures and Algorithms
- Unix/Linux command-line experience (git, bash, cron)
- Experience building web-based GUIs and interactive dashboards using Flask/Django, Dash, Plotly, Bokeh, Angular/React, JavaScript, HTML and CSS is a plus
- Experience solving machine learning problems (e.g. logistic and linear regressions, random forest, xgboost, neural networks, etc.) and experience with Python ML tools (e.g., scikit-learn, sparkML and pySpark, Tensorflow, Keras, PyTorch) is a plus
Qualifications/Skills Required
- Broad understanding of equities, derivatives, futures, and FX products, exchange traded and OTC
- Familiarity with quantitative finance concepts such as PnL/Risk attribution, portfolio optimization, backtesting, linear factor models, transaction cost analysis
- Strong Linear Algebra, convex optimization is a plus
- Experience researching, designing, developing and deploying factor models, alpha signals, portfolio optimizers, pricers, or trading algorithms.
- Knowledge of Agile/Scrum methodologies
- Results-oriented, can deliver quality code quickly
- Highly analytical with good problem solving skills
Other
- BA/BS/MS degree in Computer Science, Statistics, Applied Math, Financial Engineering or equivalent
- Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure.
- Proactive, assertive and attentive to details.
- Can work independently and in a collaborative environment.
- Can handle several projects with different priorities at the same time in a fast-paced environment.
- Excellent self-management and problem-solving skills.
Orsus Research is an equal opportunity employer and does not discriminate based on race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition.
Please email your resume to qd@orsusresearch.com