Overview
On Site
Depends on Experience
Contract - W2
100% Travel
Skills
Equity Factor Model Risk Technology
Equity Factor
Risk
Trino
Spark
Job Details
Position: Software Engineer - Equity Factor Model Risk Technology
Location: New York
6 months CTH
Job Description :
- Build expertise in Barra and proprietary factor risk models
- Architect and build big data infrastructure with the goal of an automated portfolio research environment
- Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
- Work with portfolio research team on the development and integration of new analytics models into the firm s delivery platforms
- Perform extensive back-testing of existing and new risk factor models
- Support and run processes for risk management and equity portfolio research
Required Skills
- Minimum of 7 years of software development experience in buy-side financial firms
- Advanced working knowledge of SQL with at least 5 years of professional development experience
- Advanced Python programming skills with at least 5 years of professional development experience
- Experience designing and building data Lakehouse architecture is a significant plus.
- Experience working with Spark and Trino/Spark compute, and expertise with open table formats such as Delta Lake and/or Iceberg is a significant plus.
- Strong working knowledge of statistics.
- Broad understanding of equity markets and portfolio construction.
- Strong communication skills, as this role involves direct communication with risk management and trading.
- Detail-oriented, a quick learner, and able to adapt to a dynamic, high-paced environment.
- Demonstrated track record of success in challenging environments.
Thanks& Regards
Shanu Francis
_____________________
Parmesoft Inc.
2626 Cole Ave,Ste:300
Dallas, TX. 75204
Phone:
Fax:
Email:
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