Los Angeles, CA, USA
Boutique asset management firm with offices in Los Angeles and New York is looking for a Quantitative Analyst-Software Developer based in Los Angeles, CA
- Interaction with the investment team to develop internal portfolio and risk management systems.
- Assist with research and trade analysis for portfolio managers, including but not limited to primary and secondary CLOs, CDS, Total Return Swaps, Bonds and Loans.
- Assemble internal and external tools to model securitization transactions backed by corporate loan exposures.
- Assisting with month-end investor reporting process, management reporting and performance calculation/analytics.
- Gather technical specifications; analyze business requirements to create business objects diagrams that can be used for software design. Will develop, create and modify computer applications software.
- Perform core logic development and system architecture design and development.
- Awareness of modern techniques including machine learning and data analytics.
- Communicate and collaborate with the end users which include portfolio manager, accounting department and operations.
- Perform all stages of software development cycle and revise functional specifications as necessary.
- Design, develop, test, debug, resolve issues, implement changes and write documentation for various development projects.
- Support and maintenance of the legacy desktop software application with a dependency on deprecated framework and controls suite.
- Frequent travel between NYC and LA offices to provide service to different groups.
- 4+ years of experience of Software Developer.
- Required: Master degree in Computer Science, Mathematics, or Engineering.
- Strong analytical, quantitative, and problem solving skills.
- Data-driven with analytical mindset.
- Ability to solve problems and have quick decision-making skills in a high-pressured environment.
- Expertise in DevExtreme, Azure, Intex, NET Core