Associate, Quantitative Engineer

The AFE is a diverse and global team with a keen interest and expertise in all things related to technology and financial analytics.  The group is responsible for the research and development of quantitative financial models and tools across many different areas – single-security pricing, prepayment models, risk, return attribution, optimization and portfolio construction, scenario analysis and simulations, etc. – and covering all asset classes. The group is also responsible for the technology platform that delivers those models to our internal partners and external clients, and their integration with Aladdin. AFE conducts leading research on the areas above, delivering state-of-the-art models. AFE publishes applied scientific research frequently, and our members present regularly at leading industry conferences. AFE engages constantly with the sales team in client visits and meetings.

Job Purpose/Background

AFE looking for a talented, self-starter software developer who can contribute individually towards the development of portfolio analytics and supporting infrastructure

AFE ’s Portfolio Modeling Analytics team uses multiple technologies (Java/J2EE, Angular JS, HTML/CSS) and provides a stable, scalable platform with appropriate standards and procedures to support the diverse nature and demands of a wide range of investment teams and clients.

Responsibilities

The purpose of this role is of a software developer contributing towards the Portfolio Modeling platform.

o    B.E/ B. Tech/ Masters in Computer Science or related field.

o    2-6 Years of solid programming experience.

o    Demonstrated ability to be a self-starter and learn quickly.

o    Excellent communication and presentation skills.

o    Ability to work under pressure and take ownership of the deliveries.

o    Ability to work with teams across geography.

o    Strong quantitative skills with good knowledge of mathematics is desirable.

o    Strong analytical skills, attention to detail and strong work ethics.

o    Possess a positive attitude and ability to work as part of a team in a fast-paced environment.

o    Strong knowledge of financial concepts related to various asset classes and concepts related to attribution is a plus.

Required technical skills include

o    Solid experience in JAVA and related frameworks.

o    Solid understanding of the software development lifecycle and tools. Agile, Jira, Git, Continuous Integration.

o    Solid understanding of object-oriented development principles and data structures.

o    Knowledge of Angular is a plus.

o    Experience working with databases (Oracle, Sybase, Hibernate) and good SQL knowledge.

o    Experience working with multi-threaded, distributed systems.

o    Knowledge of cloud computing and infrastructure is a plus.

o    Familiarity with Big Data technologies for distributed computing including Scala/Spark and data storage mechanisms for Cassandra/SOLR/Ignite is a plus.