Quantitative Developer

The Quantitative Developer works with business teams and the senior developers to design and build production systems. They are responsible for building quantitative analytics for reporting and decision making. They surface these results through APIs to make them available to the firm.

The Quantitative Developer will be called on to help develop PowerBI dashboards from time to time. In this capacity they work with the reporting team. They spend effort ensuring data and analytics flowing into reports are of the highest quality.

The Quantitative Developer may also be called upon leverage their quantitative finance knowledge to deliver ad hoc analyses as required.

Work Performed

• New Business Process Development
  
  
  
  • Work with relevant business teams, Finance, Risk, Public Securities, etc., to understand the business needs, goals, etc.
  • Work with senior developers and architects to design and develop solutions.
  • Create code using Python, SQL, etc. and validate function with business teams.
  • Develop tests for code and validate outputs. Work with business teams and architects to ensure full test coverage.
  • Create release notes and documentation for any code that is developed
  • Work with senior developers to create and maintain deployment pipelines for projects.
  • Develop quantitative APIs for business needs
  • Work with reporting team to create quantitative solutions for reporting.
  • Create PowerBI dashboards as needed.
  • Provide feedback on the evaluation of new quantitative technologies.
  
  
  
  

• Existing Processes Support
  
  
  
  • Work with senior developers to maintain existing systems.
  • Develop new features and functionality as required.
  • Provide feedback to the rest of the engineering team on ways to improve existing processes.
  • Monitor deployed processes and provide support for any issues
  
  
  
  

• Ad Hoc Quantitative Support
  
  
  
  • Provide quantitative and systems support to business teams as requested.
  • Develop quantitative tools for business needs that might not rise to the level of full engineering project.
  
  
  
  

• Project Planning
  
  
  
  • Work with senior developers to break down projects into development tasks and subtasks and estimate level of effort on them
  • Keep state of assigned tasks in the work tracking system up to date
  • Participate in any project planning or status meetings
  
  
  
  

Skills

Required:

• Advanced programming skills particularly with Python, SQL, or equivalent.
• Advanced quantitative knowledge in the field of finance and risk management.
• Advanced knowledge of investments and concepts related to asset management
• 1+ years of experience in the following:
  
  
  
  • Utilizing a general-purpose programming language to develop quantitative solutions to investment problems.
  • In querying, analyzing, and working with data languages and platforms (SQL) to investigate large and diverse data sets
  • Creating APIs in an enterprise environment for data access and quantitative functions.
  
  
  
  
• Experience using LLMs and creating agents to solve business problems.
• Experience developing projects from concept to completion with production ready code.
• Demonstrated ability to learn and apply newly emerging technologies depending on the problem.
• Strong collaboration and communication skills within and across teams to design, and execute business and research questions.
• Contribute to a motivated work environment by working effectively to achieve common goals.
• Ability to multitask and work under pressure, meeting deadlines.

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  • Unwavering commitment to ethical behavior and professionalism.
  
  
  
  

Desired:

• Expert programming skills with experience delivering production ready code and solutions.
• Expert knowledge of investment concepts
• Expert quantitative skills in the field of finance and risk management
• Strong knowledge of DevOps and CI/CD frameworks.
• Strong knowledge of Azure concepts. Azure certifications are a big plus.

Anticipated Pay Range:

Duke University provides a maximum annual base salary range for this position of USD $90,000. Duke University considers factors such as (but not limited to) scope and responsibilities of the position; candidate's work experience, education/training, and key skills; internal peer equity; as well as market and organizational considerations when extending an offer.

Your total compensation goes beyond the dollars on your paycheck. Duke provides comprehensive and competitive medical and dental care programs, generous retirement benefits, and a wide array of family- friendly and cultural programs to eligible team members. Learn more at: https://hr.duke.edu/benefits/

Essential Physical Job Functions:

Certain jobs at Duke University and Duke University Health System may include essential job functions that require specific physical and/or mental abilities. Additional information and provision for requests for reasonable accommodation will be provided by each hiring department.

Minimum Qualifications

Education/Training

Graduate degree in Finance, Computer Science, or related field focusing on quantitative and risk analytics. Preferred graduate of a program that mixes financial theory with application in a programming environment.

Equivalent work experience and education will be considered.

Experience

Required: 1+ years of experience creating solutions for investment groups.

Desired: 3+ years

OR AN EQUIVALENT COMBINATION OF RELEVANT EDUCATION AND/OR EXPERIENCE