AO / Senior Developer - Python
AllianceBernstein
- Pune, Maharashtra
- Permanent
- Full-time
- Participate in development of next generation platform for multi-asset strategies
- Development of front-end tools to aid portfolio optimization, monitoring, trade building and trade routing
- Building a consolidated multi-asset data repository and knowledge base
- Developing systems for downloading data from various internal and external sources
- Developing robust quality control processing, monitoring and workflow tools
- Implementation of risk and return models
- Simplification and automation of existing manual processes
- Provide support for overnight batch jobs
- The Multi-Asset Technology team is currently making a significant investment in building out a platform to improve our ability to invest in systematic strategies. This project is still in its early stages, and the candidate will be given significant opportunities to make contributions at the ground-level.
- The candidate will have an opportunity to work alongside an established team of developers, quantitative analysts and portfolio managers to create a new multi-asset platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control.
- The candidate will have an opportunity to learn or leverage existing skills in Python, SQL, Git, Azure, Docker, Kubernetes, Airflow and Dash
- The candidate will work closely with professional investment staff and get an opportunity to broaden their financial knowledge across asset classes, markets and instruments
- A desire to grow their knowledge about the investment implementation lifecycle and various markets including equities, credit, rates, fx and volatility.
- A desire to learn about modern software development using a CI/CD deployment methodology using Python, Azure, Kubernetes, SQL, etc
- Easy going, but committed to help the team and business succeed.
- Pragmatic when needed to balance time to market demands with capabilities
- Desire to ensure software written is of high quality, including budgeting time for robust developer testing
- Degree in Computer Science/Engineering, Master’s degree preferred
- 8+ years’ experience in application development using Python
- 4+ years’ experience programming SQL queries and stored procedures (Microsoft SQL Server, Postgres, MySQL or Sybase)
- experience in experience with equity financial data.
- experience supporting quantitative research
- Advanced Excel programming experience a strong plus
- Development experience in MATLAB/R a plus
- Strong analytical and quantitative skills
- Candidate must be willing to take full ownership of projects, covering analysis, technical design and implementation, testing, and deployment tasks
- Software engineering skills including object-oriented design, application of design patterns
- Must demonstrate good communication skills and be comfortable working closely with senior investors
- A strong desire to document and share work done to aid in long term support
- Candidate must be a self-starter, a dependable partner, and team player
- Experience with Git/GitHub
- Experience working with risk models/attribution tools such as BarraOne, RiskMetrics, Axioma, Bisam B-one
- Familiarity with Dash for build web based dashboards, reports and user interfaces
- Experience with market data vendors - Bloomberg, QADirect, Barclays POINT, etc
- Experience with PnL and performance attribution reporting
- Experience with machine learning or big data
- Experience working in the finance industry, demonstrable curiosity in quantitative research and investment