Associate Quantitative Developer
Austin, TX

Job Description

Note to applicants: Resumes are required as part of your application. When applying from a mobile device or tablet, you may not be able to attach a resume. If you cannot attach a resume at the time of your application, you will receive a follow up email asking you to attach your resume from a computer.

Job Description:

The Research group at Dimensional is integral in providing an outstanding investment experience to our clients. The team produces high-quality, thought-leadership research on investments and financial markets that is of interest to and helps educate clients. Research is also involved in the design and development of the firm's investment approach and the application of that approach through portfolio management and trading.

This position involves building high-quality simulation code for use by the research team to enhance our understanding of long-term, short-term and intra-day drivers of expected returns and to help develop new investment strategies to meet the needs, goals and preferences of our clients. It will be primarily project-based work, extending existing code infrastructure and creating new ones.

Responsibilities:

* Build thoroughly tested, accurate and efficient code for conducting rigorous asset pricing research and simulating sophisticated investment strategies.
* Work with the research team to gather and define requirements for expanding the code infrastructure and usage of data sources.
* Manage source control systems to ensure consistency in code used across the team.
* Design and build systems to help process simulation output.
* Support best software development practices.

Qualifications:

* Bachelor's or Master's degree in applied mathematics, computer science, computer engineering, software engineering, or a related quantitative field from a premier school.
* At least 3 years of full-time work experience in a dynamic, professional environment as a developer or programmer.
* Extensive experience with C#/.NET framework and object oriented design patterns (knowledge of Fortran is helpful but not required).
* Extensive experience with SQL and large datasets. Demonstrated experience with algorithms, complexity, and writing scalable code (knowledge of this within a time-series context is helpful but not required).
* Meticulous attention to detail and comfortable working independently and in a team environment.
* Excellent verbal and written communications skills.
* Self-starter who is willing to learn and capable of handling multiple projects and meeting deadlines.
* Knowledge of finance/asset pricing is helpful, but not required.

It is the policy of the Company to provide equal employment opportunity for all applicants and employees. The Company does not unlawfully discriminate on the basis of race, color, religion, creed, sex, gender, gender identity, gender expression, national origin, age, disability, genetic information, ancestry, medical condition, marital status, covered veteran status, citizenship status, sexual orientation, or any other protected status. This policy applies to all areas of employment including recruitment, hiring, training, job assignment, promotion, compensation, benefits, transfer, discipline, termination, and social and recreational programs.