Quantitative Data Engineer

Jacobs Levy Equity Management • Full-time • Florham Park, NJ, US • 14h ago

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 Include:

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, a plus with experience in Bloomberg, Thomson Reuters, Compustat, and CapIQ data
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