Quantitative Data Engineer: Build Financial Data Platforms

Jacobs Levy Equity Management; Florham Park (NJ); On-site; USD 150,000 - 250,000; Full time

Benefits offered by this job

Discretionary bonus plans

Health insurance

Dental coverage

Wellness plans

Profit-sharing

401(k) plan

Paid time off

Job summary

Jacobs Levy Equity Management in Florham Park, NJ is seeking a Quantitative Data Engineer to design, code, test and deploy proprietary quantitative investment systems, collaborating with quantitative researchers and portfolio managers.

The role requires MS/PhD in CS or related, strong equity-data knowledge (Bloomberg, Compustat), and expert-level SQL/Python/Julia/C++ skills to process large datasets in a fast-paced environment.

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.

Responsibilities

• Implement, enhance, and manage quantitative models.
• 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.

Skills

SQL

Python

Julia

C++

C#

Data processing

Communication

Education

MS/PhD in Computer Science or related field

Tools

Microsoft SQL Server

Job description

Jacobs Levy Equity Management in Florham Park, NJ is seeking a Quantitative Data Engineer to design, code, test and deploy proprietary quantitative investment systems, collaborating with quantitative researchers and portfolio managers.

The role requires MS/PhD in CS or related, strong equity-data knowledge (Bloomberg, Compustat), and expert-level SQL/Python/Julia/C++ skills to process large datasets in a fast-paced environment.