You are viewing a preview of this job. Log in or register to view more details about this job.

Technology Developer – Rotational Program

Overview of the Job Description

ExodusPoint’s Technology Rotational Program is a full-time opportunity for recent graduates to learn from highly experienced technology professionals. Individuals in this program will rotate between various Technology sub-departments, which will provide exposure to a variety of projects involving a mix of technology, modelling, data, and business logic. Throughout the rotation, participants will be provided the opportunity to receive hands-on experience and the ability to provide a meaningful impact to the organization. The below are examples of the Technology sub- departments through which individuals will rotate. Once the Technology Rotational Program has concluded, participants will be formally aligned with a specific sub-department within ExodusPoint’s broader Technology organization.

QUANTITATIVE MODELLING
The team’s main responsibility is to design, build, and support various models and tools used for pre-trade analysis by portfolio management teams across all asset classes. This team also contributes to the firm’s post-trade needs in collaboration with various firm-level services including tech services, risk management, and middle office. Individuals working within Quantitative Modelling can expect to work in the following areas:
·        Data Science Driven Tools
·        Fixed Income Relative Value Tools
·        Historical Valuation Tools
·        Real-time Valuation, Risk and P&L Tools

RISK TECHNOLOGY
The team’s main responsibility is to develop tools needed to support the firm’s risk management function across all asset classes. The team is also responsible for the advancement of tools such as Portfolio Optimization and Performance Analytics, which are used extensively by portfolio managers and senior management. The systems are built to provide intraday snapshots and to be broadly distributed, scalable, reliable, and resilient. Individuals working within Risk Technology can expect to work in the following areas:

·    Implementation of scalable, low-latency infrastructure using distributed cache and Micro
Services based framework to run risk calculations real-time
·         Curate and augment the datasets used in the generation of VaR/Factor Risk
· Work closely with the Quantitative Modelling team to calculate risk measures for all asset
classes and leverage these metrics to generate P&L simulations
·    Work closely with the firm’s risk management research effort to implement new risk
measures/insights

POSITION P&L SERVICES
The team’s main responsibility is to build and run the real time risk and P&L figures for the firm. The system has a broad mandate and includes computing prices and risk sensitivities of various financial instruments as well as processing large data sets and high throughputs. The system is built on top of containerized microservices, which provides the opportunity to see how sophisticated firms break down robust and complex systems into smaller manageable applications. Participants working within Position P&L Services can expect to be involved with the following projects:
·        Building data dictionaries on various position attributes to enable sophisticated portfolio
analysis
·        Building out monitoring tools to identify hotspots for improving the overall latency and
scalability of services
·        Revamp the messaging framework of our pricing system to accommodate and build for rapid
growth of the firm
·        Build out the pricers for additional asset classes

Qualifications:
·      Bachelor’s or Master’s Degree in fields such as Applied Math, Computer Science,
Computational Finance, Financial Engineering, etc.
  • Minor in Finance/Mathematics/Machine Learning (preferred)
·      Educational background in quantitative financial modeling, quantitative analysis, statistical
modeling, data science, etc.
·      In-depth knowledge of Data structures/Algorithms/Distributed Systems/Relational Database
Management Systems
·      Strong Object-Oriented Programming skills in C++, Java, and Python
·      Strong written and verbal communication skills along with excellent analytical and attention to
detail skills
·      Flexible and a self-starter
·      Knowledge of Pandas/NumPy (preferred)
·      Knowledge and experience building Excel workbooks (plus)
·      Knowledge and experience with data engineering and analytics (plus)
·      Knowledge and experience with modern data science eco-systems (plus)
 
To apply for this position, please send your resume to GradRecruiting@ExodusPoint.com.