Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Python @ 6
Machine Learning @ 4
Data Science @ 4
scikit-learn @ 4
Mathematics @ 4
API @ 4
System Architecture @ 7
PyTorch @ 4
Pandas @ 4
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
BQuant is Bloomberg’s cutting edge financial research and data science platform. With the tremendous growth of market data and the increasing sophistication of machine learning and quantitative methods, finance is quickly becoming a business where only the best capitalized firms can compete. BQuant’s mission is to change that by empowering researchers and investment decision makers around the world with sophisticated tools currently only available to the largest investment firms.
Our team is developing a suite of new, cloud-native products for systematic and quantamental investment workflows. We are designing these products to scale to a broad and diverse client base of hedge funds, asset managers and investment banks who need to run decades-long backtests of complex strategies that depend on traditional and cross-asset signals, alternative data and machine learning techniques. We seamlessly integrate with Bloomberg’s market data and use a modern technology stack including in-house solutions and open-source packages such as Pandas, PySpark, Scikit-learn and PyTorch.
Responsibilities
- Develop a modular framework for implementing and evaluating systematic trading strategies, including signal generation, portfolio construction and backtesting.
- Create APIs that are intuitive to quant practitioners.
- Work hand-in-hand with Bloomberg quantitative researchers to prototype and iterate on new product ideas.
- Think about how solutions can be used for both research and production.
- Collaborate across teams.
Requirements
- 4+ years of experience as a quantitative developer writing production-quality Python at financial technology firms.
- Broad experience developing software for quantitative investment workflows in equities, fixed income or multi-asset strategies.
- Experience working with large financial datasets, in time series or other structures.
- Ability to work cross-functionally with software engineers, quant researchers and product managers.
- Bachelor, Masters or PhD in a quantitative field such as computer science, computational finance, financial engineering or mathematics.
- Strong software engineering foundation, with experience in library and API design, system architecture, testing, and deployment.
Nice to have
- Prior buy-side experience as a quantitative developer or software developer.
- Financial domain knowledge in multiple asset classes.
- Production-level experience with Python’s numerical and machine learning packages.
- Partnership experience with front office teams.
Technology stack / tools mentioned
Pandas, PySpark, Scikit-learn, PyTorch, Python; large financial datasets, machine learning, time series data, backtesting, portfolio construction, signal generation.
Salary and Benefits
- Salary Range: 155,000 - 285,000 USD Annual
- Benefits may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) with match, life insurance, and wellness programs. The company does not provide benefits directly to contingent workers/contractors and interns.