Quantitative Developer

Quantitative Developer
MPG Operations LLC — New York, NY

Job Duties: The Quantitative Developer (multiple openings) at MPG Operations LLC in New York, NY will develop core analytical capabilities or model libraries, using advanced statistical, machine learning, or quantitative techniques. Liaise with incoming systematic investment teams to understand their software and systems development needs and translate them into working systematic investment solutions. Translate business problems into working solutions, liaising directly with systematic portfolio management teams to address their quantitative development needs. Build solid components that are easy to use and readily adaptable to suit potential changes to investment infrastructure and trading technology. Acquire and cache data from various sources including relational databases, internally developed data repositories, REST APIs, and market data feeds at varying frequencies. Work with vendor data solutions that are utilized by our portfolio managers, e.g. price/volume data, fundamental data, Wolfe Researchs sell-side data, S&P Global equity research and trading analytics, and alternative data. Implement quantitative and technical tools for portfolio managers, using various sources of data including via Bloomberg Python API (BLP API), Bloomberg Market Data Feed (B-Pipe) and Bloomberg back-office solutions. Implement tools that are necessary for quantitative portfolio managers, building solid components that are easy to use and readily adaptable to suit potential changes to infrastructure and/or technologies. Provide application or analytical support to researchers or traders on issues such as valuations or data. Research or develop tools to address issues such as portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, and execution cost metrics. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation. Confer with other financial engineers or analysts on trading strategies, market dynamics, or trading system performance to inform development of quantitative techniques. Collaborate with product development teams to define project scope and remain on schedule for delivery of technical solutions. Consult traders or other financial industry personnel to determine the need for new or improved analytical applications. Salary: $175,000 $250,000 per year.Minimum Requirements: Requires a Master's degree in Financial Engineering, Computational Finance, or a closely related field, and 1 year in a quantitative development, or related, occupation in the financial or investment industry. Must include 1 year of experience with: 1) programming in Python, including pandas and polars; 2) build data pipelines and ETL processes using time-series financial data; 3) rest APIs with financial market data; 4) develop and deploy applications in Linux environments; 5) version control systems, including GIT; 6) Apache Airflow; 7) develop financial trading applications for multiple asset classes, including equities, futures, options, and FX; 8) design backtesting frameworks for financial applications; and 9) implement execution strategies and frameworks. https://career.mlp.com/careers/job/private?domain=mlp.com&pid=755958701010 To apply please send resume to recruiting@mlp.com and reference job code "0628" when applying. #LI-NDI #LI-DNI #LI-DNP #INDdni