Senior Quantitative Developer – Portfolio Products recruitment
Overview:
The Portfolio Analytics (PA) Research Group in Thomson Reuters' San Francisco office seeks a Senior Quantitative Developer with several years' prior experience performing scientific / numerical / quantitative programming in both a production and RD environment. Primary duties involve working directly with the Quant / Research team to develop prototype software that implements the models developed by the team, which is the basis for large-scale testing of algorithms and serves as a validation benchmark for (separate) production code. The Senior Quant Developer is expected to have strong problem solving skills coupled with knowledge and experience within the following areas: numerical analysis, basic statistics, linear algebra, MATLAB programming, advanced Excel, SQL, and experience in one or more of C#/ C++ / Java. The position requires extensive interface with production Dev and QA teams and must be able to interface effectively with the agile methods and C#/.NET development used by those stakeholders. Typically, the Senior Quant Developer will be involved in multiple projects of varying size and complexity. The candidate must be skilled at communicating complex quantitative methods and algorithms to stakeholders with less quantitative training.
Responsibilities:
- Prototype alternatives in MATLAB or other language
- Assist the Research team in identifying and gathering a comprehensive set of test data for prototype comparison
- Work with the Research team in defining tests and evaluation metrics, as well as in carrying out test and evaluating their results in order to understand and validate the algorithm underlying the prototype
- Present intermediate results and issues to solicit feedback/perspective of Research and Product Management (PM)
- Produce a finalized prototype, along with test cases other necessary materials
- Work with Dev and QA to help them understand and efficiently reproduce the algorithm implemented by the prototype.
- Work with QA to produce test cases and other validation procedures so that production code conforms to the "gold standard" set by the prototype.
At Thomson Reuters, we deliver intelligent information quickly and efficiently, so professionals have knowledge to act. We combine industry expertise with innovative technology to deliver critical information to leading decision makers in the financial, legal, tax and accounting, intellectual property and scientific, healthcare, and media markets, powered by the world's most trusted news organization.
Skills
Required Skills:
- Undergraduate degree in a quantitative discipline (Math, CS, Physics, Engineering, OR, etc) and 3-5 years' experience in commercial and RD software development.
- Strong mathematical skills including education in and practical knowledge of linear algebra, multivariate calculus, and statistics.
- Strong written and verbal communication skills.
- Numerical/mathematical programming expertise, MATLAB, SQL, production languages (C#, C++, or Java) experience with large databases.
Desired Skills:
- Financial industry experience.
- Knowledge of agile methods.
Education:
Bachelor's degree (or foreign equivalent) in Computer Science, Engineering or related field.
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