Modulus · 2 days ago

Quantitative Developer

United States

Full-time

Remote

Senior Level

5+ years exp

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Responsibilities

Develop proprietary Barra-based risk and optimization infrastructure for portfolio management.

Focus on risk modeling, exposure measurement, and monitoring for systematic equities trading.

Create attribution frameworks for trading signals and build data pipelines from sources like Barra and Bloomberg using SQL and big data techniques.

Maintain and expand risk tools, leading a team of Junior Equity Developers and Data Scientists.

Qualification

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Equity Software DevelopmentEquities MarketsFactor ModelsPortfolio ConstructionBarra Factor ModelsPythonSQLMosek Optimizers

Required

5+ years in equity software development, preferably at hedge funds or investment banks

Deep knowledge of equities markets, factor models, and portfolio construction

Proficiency in Barra factor models

Advanced programming skills in Python and SQL

Experience with optimizers like Mosek

Company

Modulus

Since 1997, Modulus has provided advanced financial technology products and services to professional traders, brokerages, trading firms, and educational, governmental, and non-profit institutions, throughout 94 countries.

Founded in 1997

Scottsdale, Arizona, USA

51-200 employees