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Posted: Monday, January 22, 2018 8:50 AM

Job Description:/h3:
Chaikin Investments, a Philadelphia based investment firm and equity hedge fund, is looking for a Jr. Quantitative Programmer/Analyst for our Philadelphia, PA office. While this role is technical in nature, we recognize that some skill sets will be known and others learned on the job. Though knowledge of programming languages, statistics, and financial modeling is necessary.
Responsibilities/Requirements
The candidate will work directly with the Sr. Quantitative Analyst, COO, and founder/CEO of the firm to develop systems and investment strategies. Tasks that will be assigned and worked on include assisting with the origination, elaboration, and programming of new strategies from a mathematical standpoint, the statistical data mining and research required to produce the strategies, and the back testing of investment factors.
Judging data integrity, including mapping data elements between systems, and the ability to identify and resolve issues with data integrity, and other programming assignments is probable.
Candidate will aide in the use and implementation of an internally build database and financial modeling test platform.
Candidate may assist with implementation of portfolio optimizations, composite model optimizations, risk management, value:at:risk, and performance attribution.
Candidate must be able to work both independently, as well as, within the team such that their individual work product is functional and integrates with the teams work product. Candidate must also be a fast learner who is flexible and able to learn, master, and implement new technologies quickly.
Qualifications
BS in Computer Science, Electrical Engineering, Computer Engineering, Computational Finance, Mathematical Finance, Financial Engineering, Applied Mathematics, Applied Statistics, Optimization, Physics or a similar topic are encouraged. MS degree in Computational Finance, Financial Engineering, or an MBA are a major plus, but not a requirement.
Background in programming languages or very skilled in Excel:
o Strong technical and computer skills.
o Some experience programming in C++, Microsoft Visual Studio, C++/CLI, .Net, and C or the like is a plus.
o Or, experience with R programming or other statistical programming languages. Experience with RExcel and creating Shiny apps in R is a real plus.
o Graphical User Interface (GUI) programming skills including programming distributed asynchronous GUI applications and/or dynamic web applications using ASP.NET MVC, or other similar technologies are pluses.
o Although not necessary, it would be a plus if the candidate has prior experience writing MS:SQL Server Transact:SQL queries and stored procedures to pull data from Thomson Reuters QA Direct database (qai) and an understanding of the qai database tables and relationships.
Quantitative Finance skills:
Candidates with familiarity, competencies, or knowledge of the following concepts will receive first consideration:
o Basic financial mathematics.
o Mean:variance portfolio optimizations, and constrained quadratic optimizations in general.
o Data mining / statistical analysis
o Stochastic calculus
o Financial modeling (familiarity with local volatility and stochastic volatility models)
o Black:Scholes, Hull:White, and Black:Litterman models.
o Real world users of Bloomberg API, Excel, FactSet or Trade Station should also consider applying.
Company Description:/h3:
Chaikin Analytics provides institutional grade stock analysis to serious investors

Source: https://www.tiptopjob.com/jobs/77274219_job.asp?source=backpage


• Location: South Jersey

• Post ID: 52908987 southjersey
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