Box is hiring a
Quantitative Developer

Summary

Join the Equity Factor Risk Model Research Technology Team at Millennium to design and develop equity portfolio analytics framework.

Requirements

• Candidates must have a minimum of 5 years of software development experience in finance or top-tier technology companies
• Broad understanding of equities markets and portfolio construction
• Strong working knowledge of software design including algorithms and object oriented design
• Strong working knowledge of statistics
• Advanced R and Python programming (must have 5+ years of professional development experience on topics like OOP etc.). Experience in R programming language is strongly preferred
• Must have hands-on experience in scaling R to Big Data
• Advanced working knowledge of SQL ; minimum 5+ years of professional development experience
• Experience developing solutions in ‘big data’ analytics engines (particularly Apache Spark)
• Strong communication skills required as this role involved direct communication with risk management and trading
• A successful candidate will be detail oriented, a quick learner and able to adapt to a dynamic high paced environment
• Applicant should have a demonstrated track record of success in challenging environments
• Good team player with a strong willingness to participate and help others

Responsibilities

• Build expertise in Barra and proprietary factor risk models
• Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources using SQL and ‘big data’ technologies
• Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc
• Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
• Perform extensive back-testing of existing and new risk factor models
• Support and run processes for risk management and equity portfolio research