Quantitative Software Developer

Legg Mason New York , NY 10007

Posted 2 months ago

Position Overview

QS Investors, LLC is a NYC based investment firm providing asset management and advisory services to a diverse array of institutional and retail clients. An independent, wholly owned subsidiary of Legg Mason, QS Investors manages over $20 billion in quantitative global equity and multi-asset strategies.

The Information Technology Quantitative Software Developer will report to the Chief Technology Officer and support him in projects involving software development in the area of quantitative finance. We are looking for a developer/architect capable of working on all phases of design, development, testing, and support of custom built applications. The successful candidate will possess a solid understanding of mathematics and statistics, as well as very good communication skills.

Key Responsibilities:

  • Development and support of custom trading systems

  • Work closely with Portfolio Managers to ensure systems are optimally designed to support all trading activities

  • Production support of existing systems ability and desire to help with support of data feeds, databases, and scheduled production jobs is a critical requirement for everyone on the technology team

  • Work closely with Research group to support their technology needs. Involves helping with various data oriented tasks, as well as supporting research efforts in development of new models and moving the approved models into production environment

Qualifications:

  • Ability to design/architect software by using Object Oriented principles

  • Excellent knowledge of Python and/or Matlab is critical

  • Experience with C#, C++, and Java is a plus

  • Solid working knowledge of SQL (Oracle environment)

  • Solid understanding of mathematics and statistics is essential for successful interaction with the research team

  • Basic working knowledge of finance is helpful

  • Knowledge of Bloomberg, Factset, DataStream, and Charles River API's is a plus

  • MS in Computer Science is preferred

Company Overview

Driving certainty through a deeper understanding of investments and human dynamics.

QS Investors is a quantitative asset management firm that was formed in 1999. We became an independent investment advisor in 2010 and became a wholly-owned, independently-managed affiliate of Legg Mason in 2014. We offer investment expertise supported by the resources of one of the world's leading asset managers. As multi-asset specialists, we leverage Legg Mason's global platform by tapping the strengths of each Legg Mason affiliate. As of June 30, 2018 we manage $20 billion in assets for both institutional and individual investors.

Our select team of mathematicians, engineers, scientists, finance and investment experts create multi-asset and multi-factor equity solutions that are designed to elevate the certainty of the outcomes we provide.


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Quantitative Software Developer

Legg Mason