Quantitative Software Engineer: Next-Gen Investment Systems

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

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.