Major Asset Manager seeks a head of quantitative programming.

VP, Head of Production Quantitative Programming

 

REQUIREMENTS

• Advanced Degree in Finance, Engineering, or related discipline

• Minimum seven years of technical analysis and programming in a quantitative investment management or similar sell side area. Preference for equities experience, but will consider fixed income candidates as well.

• Exceptional skills in data analysis, financial model design, quantitative programming, and systems architecture. Proven track record in taking investment ideas and formulating the necessary production algorithms and programs to implement these ideas utilizing best systems practices.

• Excellent system design and programming skills w/ proven experience in developing and deploying real world financial applications using modern technologies, with a strong preference on the Microsoft .NET platform (C# preferable). Candidate must also be highly conversant in modern RDBMS systems, with a preference on the Oracle platform and PL/I (strong SQL Server or Sybase will also be considered). Familiarity with the SAS and Matlab platforms is also a definite plus.

• Outstanding communications skills, both written and oral. Ability to interact with mid to senior level management on an ad hoc and reporting basis. Ability to interact closely with senior quantitative researchers at the fund on an ongoing basis.

• Very strong leadership skills; experience in managing small to mid size systems development teams (3 – 6 programmers); experience in managing to a defined project plan.

• Highly organized individual; detail-oriented; with the ability to work independently in a rapidly changing environment.

RESPONSIBILITIES

• Management and hands-on production implementation (including heavy programming) of quantitative models and optimizers for our business. In this role, the candidate will partner very closely with the various quantitative research groups at the fund. The candidate will report directly to the Chief Technology Officer.

• Working with the CTO, the candidate will develop a strategic roadmap and architecture to unify all production quantitative processes at the fund.

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