Job Title: Hybrid Quantitative Engineer for the Hedge Fund Solutions team (Contract To Hire)

-Implement quantitative research projects
-Extend existing quantitative analytics code base
-Integrate new data sets into the analytics process
-Work closely with various stakeholders including portfolio managers, risk managers, analysts, IT, and vendors
-Monitor and maintain constantly changing data sets and manage the data across a variety of systems

Qualification Requirements:
-2-5 years of relevant experience
-Excellent programming skills
-Excellent knowledge of database concepts and SQL
-Understanding of financial instruments and investment concepts a plus
-Strong attention to detail
-Superior written and verbal communication skills and track record of successfully collaborating with a variety of stakeholders
-Fast learner and ability to quickly learn new concepts
-Familiarity with Python is a plus
-Familiarity with data visualization tools such as Tableau, Power BI is a plus
-Familiarity with Bloomberg PORT/MARS, Barra Risk Models, and Aladdin is a plus

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