Job Information
MPG Operations LLC Quantitative Developer in New York, New York
The Quantitative Developer (multiple openings) at MPG Operations LLC in New York, NY apply mathematics and statistics to develop, critique, and use various financial models, systems, and portfolio analytics for the firm’s Quantitative Equities trading strategy. Work with Quantitative Research, Technology, and Risk teams to utilize probability theory, statistical analysis, computation methods, economics, programming skills, and data engineering skills to build and maintain the firm’s proprietary portfolio analytics dashboard application. Maintain, develop and optimize data pipeline and databases. Perform risk analysis, analyze performance attribution, and monitor financial markets, specifically equities and futures. Build knowledge ofprobability theory, statistical analysis, algorithm, data engineering, performance improvement for portfolio analytics and visualizations for Quantitative Strategies Management. Telecommuting is available 1 day per week. Salary: $175,000 - $200,000 per year.Minimum Requirements: Requires a Master's degree in Finance, Mathematics, Statistics, Financial Engineering, or a related field, plus 1 year in a professional quantitative development, or related, occupation in the financial or investment industry. Must include 1 year of experience with: (1) Data oriented processing; (2) Dash and Ag-grid; (3) auto-scheduling within data pipelines and SQL databases; (4) Software Development Lifecycle (SLDC); (5) risk models and performance attribution; (6) financial markets, including equities and futures; (7) Portfolio optimization strategies, including Sharpe ratio, minimum tracking error, and equal risk contribution; and (8) Codebase performance improvement and optimization.To apply please send resume to recruiting@mlp.com and reference job code "0497" when applying#LI-NDI #LI-DNI #LI-DNP
Minimum Salary: 175,000 Maximum Salary: 200,000 Salary Unit: Yearly