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Senior Quantitative Researcher – MAC Risk Factor Models

FactSet | София

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Тази обява е публикувана само в DEV.BG Jobs: Преглеждаме значимите български сайтове за обяви за работа (с поне 400 IT обяви за работа). Тази обява не е публикувана в нито един от тях.
12 юли
Обявата е публикувана в следните минибордове
  • Sofia, Bulgaria
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    The Risk Quantitative Research and Development (Risk QRD) team is responsible for researching and developing FactSet’s inhouse factor based multi-asset class risk models. The team consists of self-motivated, articulate and highly skilled professionals. A unique blend of people with strong quantitative and technical skills.

    Our team is the source of both new and existing inhouse risk models which means what we build has downstream consequences for many other systems and teams, including but not limited to: engineering, product development, model validation, strategy, and sales.

    This is an excellent opportunity to enter an organically growing team with many goals and responsibilities. The best candidate for this role will be eager to learn. Being successful on this team is not possible without a willingness to participate and communicate.

    As a senior quantitative researcher on this team, you will be primarily involved in the research, implementation and enhancement of these risk factor models and the underlying systems that support them.

    Responsibilities:

    • Researching and developing advanced quantitative methods and solutions for multi-asset class risk factor models. The models will be used as part of the risk management and portfolio construction platform that is a part of FactSet ecosystem.
    • Implement new and support existing quantitative libraries and services for MAC factor models construction
    • Improve the scalability of our fundamental systems to support dozens of new and existing risk models, working with sister teams in the organization for improving our CI/CD workflows
    • Collaborate with global teams of quantitative researchers, software engineers and product developers to better understand business requirements and deliver end product to the clients.

    Requirements:

    • Advanced Degree in Science, Technology, Engineering or Mathematics
    • 5+ years experience in the field of software engineering, data science or machine learning
    • Strong knowledge of probability theory, statistics, linear algebra, and numerical methods
    • Strong programming skills using Java, C++ or Python and good understanding of object-oriented programming
    • Experience working with large data sets and statistical data analysis
    • Analytical thinking and problem solving
    • Natural curiosity and creativity
    • Agile, action-oriented, quick thinker: you can deliver preliminary results fast by making simplifying assumptions, and take time to dive deeper if our business priorities allow and if the problem demands more scientific rigor

    Highly Desired:

    • Experience with high level programming languages such as R or Matlab
    • Experience in the space of equity or fixed income modeling
    • Experience with one of the following: time series analysis, stochastic processes and risk measurement or modern portfolio theory
    • Algorithms development, optimizing and scaling up time consuming code
    • Interest in financial markets
    • University or high school math contests

    We offer:

    A place in the team developing our own world-class risk solutions where everyone’s contributions to the team and product success are visible and the product, passion and hard work is recognized and valued.

    A friendly business casual atmosphere in a workplace that consists of diverse talents and working environment driven by challenges, recognition, and rewards. Nice office location and compensation package as well as flexible working hours are also included.

    Apply today and become part of the successful FactSet Risk Quantitative Research and Development Team!

    Кандидатствай