Jacobs Levy Equity Management, an institutional asset manager located in Florham Park, NJ, is seeking a motivated Quantitative Data Engineer to design and implement our proprietary quantitative investment systems.
Be part of a team that leads our future. You will be a key player on the Technology team and will research, design, code, test and deploy projects. The Quantitative Data Engineer will work closely with quantitative research and portfolio management professionals to implement new ideas.
Responsibilities
- Implement, enhance, and manage quantitative models for equity markets
- Design and improve proprietary data repository and financial data platforms
- Automate and support the Extract, Transform, and Load (ETL) processes from various market data vendors
- Develop and manage reporting and performance analytics platforms
- Work closely with quantitative researchers on data requests and model development
Position Qualifications
- MS/PhD in Computer Science, Engineering, Statistics, or related discipline with excellent academic credentials
- Strong knowledge of financial equity data, with experience in Bloomberg, Thomson Reuters, Compustat, and CapIQ data is a plus
- Broad knowledge of database concepts with proficiency in SQL and stored procedures, preferably with Microsoft SQL Server
- 2+ years of solid coding experience in Python, Julia, C++, C#
- Experience in processing large and complex datasets
- An advanced knowledge of math and statistics
- Strong communication skills and ability to collaborate across teams
Seniority level
- Mid-Senior level
Employment type
- Full-time
Job function
- Information Technology
Industries
- Financial Services and Investment Management