Quantitative Software Engineer

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, dental, and wellness plans

401(k) plan

Paid time off

Job summary

Jacobs Levy Equity Management seeks Quantitative Software Engineers to design, implement, and test our next-generation systems for global portfolio management. You will handle large datasets, build simulation and optimization engines, and collaborate with Research and Portfolio Management teams.

The role requires strong Python/Julia and C/C++ skills, plus SQL database experience. Open source contributions are a plus, as is knowledge of .NET/C#. Competitive compensation and benefits are offered.

Qualifications

• MS/PhD in CS, Engineering, Statistics, or related discipline.
• Strong programming in Python/Julia; experience with NumPy/Pandas.
• Hands-on programming in C/C++.
• 2+ years with database technologies (SQL Server, Oracle).
• Excellent coding, debugging, and analytical skills.
• Aptitude for math and statistics.
• Knowledge in .NET and C# is a plus.
• Contributions to open source software is a plus.

Responsibilities

• Implement and enhance quantitative models, portfolio construction, and optimization techniques with Research and Portfolio Management teams.
• Architect and manage a global data repository with millions of data points.
• Create high-performance simulation and optimization engines.
• Develop and manage investment workflow management systems.
• Build and extend analytics and reporting platforms.

Skills

Python

Julia

NumPy/Pandas

C/C++

SQL

C#/.NET

Open source contributions

Math & statistics

Education

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

Tools

SQL Server

Oracle

Job description

We are seeking Quantitative Software Engineers to play a key role in contributing to the quantitative investment processes. Our engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. You will have a great opportunity to build a next generation system for global portfolio management, work with large datasets, and solve challenging business problems.

• Implement and enhance quantitative models, proprietary portfolio construction, and optimization techniques with Research and Portfolio Management teams
• Architect and manage global data repository incorporating millions of financial and market data points
• Create high performance simulation and optimization engines
• Develop and manage investment workflow management systems
• Build and extend analytics and reporting platforms

Requirements include:

• MS/PhD in Computer Science, Engineering, Statistics, or related discipline
• Must have strong programming skill in Python/Julia, experience with NumPy/Pandas or similar quantitative software a plus
• Must have hands‑on programming Experience in C/C++
• 2+ years' experience with database technologies like SQL server, Oracle, etc.
• Outstanding coding, debugging, and analytical skills
• An aptitude for math and statistics
• Knowledge in .NET and C# is a plus
• Passionate about solving complex business, data, and technical challenges
• Contributions to open source software a big plus

When determining the actual base salary offered to successful candidates, various factors will be considered, including but not limited to, the candidate’s relevant experience, skills, and qualifications for the role, as well as level of education attained, certifications, and other professional licenses held. The salary may also depend on whether the role includes managerial responsibilities. The expected base salary for this position is $150,000-$250,000. In addition to base salary, benefits include discretionary bonus plans, health, dental and other wellness plans, contributions to profit-sharing and 401(k) plan, paid time off, and more.