Quantitative Data Engineer

Jacobs Levy Equity Management; Florham Park (NJ); On-site; USD 90,000 - 120,000; Full time

Job summary

A financial services firm in Florham Park, NJ is seeking a motivated Quantitative Data Engineer to design and implement proprietary quantitative investment systems. The role involves working closely with quantitative researchers to automate and manage data processes, enhance models for equity markets, and develop reporting platforms. Candidates should have a MS/PhD in a relevant field and coding experience in Python or similar languages.

Qualifications

• Excellent academic credentials in a relevant field.
• Strong communication skills and ability to collaborate across teams.
• 2+ years of coding experience in Python, Julia, C++, C#.

Responsibilities

• Implement and enhance quantitative models for equity markets.
• Design and improve proprietary data repository and platforms.
• Automate ETL processes from various market data vendors.

Skills

Python

SQL

C++

Data processing

Math and statistics

Education

MS/PhD in Computer Science, Engineering, Statistics or related discipline

Tools

Bloomberg

Thomson Reuters

Compustat

CapIQ

Microsoft SQL Server

Job description

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

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

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Information Technology

Industries

• Financial Services and Investment Management