Job Overview
The Simulation Full Stack Engineer will focus on architecture and development within the team responsible for the Portfolio Simulation platform for the Research Systems group. As a systematic asset manager, Arrowstreet must identify investable trading strategies and implement them quickly and with the highest quality. Having a robust, scalable, and performant simulation platform is thus of critical importance.
The Portfolio Simulation platform enables us to quantify the effect of different investment strategy variations (e.g., new instruments, different entry and exit criteria, different trading cost estimates, etc.). To contribute to this platform, the ideal candidate will possess an understanding of large computer systems, code parallelization, data structure memory layout, and financial instruments. The role entails development of software features to solve complex financial challenges in collaboration with the Quantitate Research team as well as design and development of the underlying software infrastructure for executing compute-intensive financial simulations.
Responsibilities
Work closely with members of the Research group to review and define requirements for systems that simulate the impact of a large number of variations to the primary investment strategies
Create design proposals for technical solutions that meet the business requirements with high performance, scalability, and maintainability, primarily using Python and C#
Design, develop, and support systems that run in on-premise data centers and on AWS
Lead technical design discussions within the team to gather feedback, discuss the merits and risks of different approaches, and reach consensus on the target architecture
Collaborate with other team members on development tasks
Promote high quality code via code reviews
Provide production support for the platform to prevent disruptions to investment processes
Qualifications
Bachelor’s degree in Computer Science, Computer Engineering, or a related discipline
Experience working with large, high-performance, distributed systems
Experience designing and developing complex production systems in Python
Understanding of computer systems architecture, operating systems, I/O and memory
A passion for software development and a desire to learn new technologies
Experience with developing cloud native solutions on public cloud, preferably AWS, is a plus
Understanding of financial mathematics and trading strategies is a plus
Experience working with kubernetes is a plus
Data Engineering experience is a plus
Enjoy analytical problem solving
Attention to detail, drive, energy, enthusiasm and maturity
Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world.
Arrowstreet Capital is an equal opportunity employment firm that values diversity and inclusion. All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, gender identity, genetic information, age, sexual orientation, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law. For more information, please refer to the Know Your Rights poster, as well as the following Pay Transparency statement.
Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans. If you need a reasonable accommodation for any part of the employment process due to a disability, contact us to discuss the nature of your request and contact information.
