Quant Software Developer - DPS Quant Platform, New York (LAM)

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Asset Management Support
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210813 Requisition #

Lazard Asset Management operates from 18 cities across 13 countries. Our investment personnel manage US $222.4 billion across a wide range of global, regional and country-specific strategies - both traditional and alternative - in listed equity and fixed income. At Lazard Asset Management, we pride ourselves in balancing the feel of a small firm with the scale of a large global organization. Our entrepreneurial culture and flat management structure foster an environment in which good ideas can take flight, no matter where they come from.

 

Lazard Asset Management (LAM) is looking for an innovative quantitative software engineer to join our IT department.  This individual will be working towards building quant research platform and building infrastructure for supporting quant research process. This role requires a highly motivated, organized and experienced developer with pride of ownership reflected through clean design, code quality and a disciplined software development approach.

 

Key Responsibilities

 

  • The Developer will build, refine, and maintain an efficient technology infrastructure to enable and support quant team’s research and analytical efforts. 
  • Building high-performance research infrastructure components/framework for portfolio simulation, construction, optimization, rebalancing and trading.
  • Refine, increase automation and robustness of the research infrastructure including back testing components.
  • Develop data processing pipelines for new data sources containing structured and unstructured data.
  • Efficient storage and access scheme for data and reference data across all frequencies.
  • Researching and implementing performance analytics.
  • Collaborate with quant researchers to implement framework for automating and presenting analytics, reports, and monitors.
  • Build and support visualization and exploration capabilities around big data sets.

 

Desired Candidate Profile:

 

  • Bachelor’s degree or higher in Computer Science or other quantitative discipline.
  • Strong programming experience in Python (5+ years) is required (NumPy and Pandas)
  • 5+ years professional experience developing infrastructure to support quantitative investing
  • SQL experience is required.

 

Required Skills:

 

  • Strong understanding of object-oriented programming and micro service architecture.
  • Experience building REST APIs.
  • Experience of Data Structures and Algorithms.
  • Experience working in a Unix environment
  • Have very strong programming skills in Python and production level coding experience
  • Understanding of and experience with data ingestion processes/data integration platform.
  • Maintaining the system and ensuring its stability, robustness, and security
  • Troubleshooting and resolving any systems-related issues and handling the release of code fixes and enhancements
  • Experience with version control and software delivery lifecycle.
  • Fast paced programming mentality with quick turnaround.
  • Work effectively both as a contributing team member and independently.
  • Strong verbal and written communication skills.
  • Creative problem solving with the ability to present multiple solutions and potential side effects. 

Desired Skills:

  • Experience with execution systems is a strong advantage
  • Experience developing on cloud platform is a strong advantage.
  • Understanding of portfolio construction is a plus
  • Domain knowledge of quant models is a plus.

 

Diversity and Inclusion at Lazard

 

Lazard is an intellectual capital business focused on delivering the best advice and solutions to clients. Achieving these objectives requires us to identify, develop and retain the best talent. A workforce comprised of people with varied backgrounds and experiences creates a rich diversity of thought that empowers us to challenge conventional wisdom, as diverse perspectives lead to better decisions.

 

Our appreciation of diversity’s strength is ingrained in our multi-cultural heritage. As a global firm that has grown organically from local roots in different countries, we have a deep tradition of respect for individual differences, which has been core to our success for several decades.

 

The ongoing cultivation of diversity and an inclusive, equitable culture are essential to our continued growth. We are committed to sustaining an environment in which all employees – regardless of socioeconomic status, race, color, nationality, religion, gender, sexual orientation, physical abilities, veteran or military status – can bring their whole selves to work to maximize their individual potential and our collective success.

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📁 Asset Management Support