Legg Mason

  • Quantitative Applications Developer

    Job Locations US-NY-New York
    Req. #
    2018-3007
    Division
    QS Investors
    Position Type
    Regular
  • Position Overview

    This position is working with QS Investors LLC, one of the Affiliate Investment Managers for Legg Mason. Position demands strong Computer Science background (MS in Comp Science is preferred).  Ideal candidate will also have 2+ years working on software development projects within financial industry. Projects involve software development in the area of quantitative finance, and we are looking for a developer/architect capable of working on all phases of design, development, testing, and support of custom built applications. Position also demands solid understanding of mathematics and statistics, as well as very good communication skills.

    Key Responsibilities:

    • Development and support of custom trading systems
    • Work closely with portfolio managers to ensure systems are optimally designed to support all trading activities
    • Production support of existing systems – ability and desire to help with support of data feeds, databases, and scheduled production jobs  is a critical requirement for everyone on the technology team
    • Work closely with research group to support their technology needs. Involves helping with various data oriented tasks, as well as supporting research efforts in development of new models and moving the approved models into production environment

    Qualifications:

    • Ability to design/architect software by using Object Oriented principles
    • Excellent knowledge of Python and/or Matlab is critical
    • Experience with C#, C++, and Java is a plus
    • Solid working knowledge of SQL (Oracle environment)
    • Solid understanding of mathematics and statistics is essential for successful interaction with the research team
    • Basic working knowledge of finance is helpful
    • Knowledge of Bloomberg, Factset, DataStream, and Charles River API’s is a plus
    • MS in Computer Science is preferred

    Company Overview

    Driving certainty through a deeper understanding of investments and human dynamics.

     

    QS Investors is a quantitative asset management firm that was formed in 1999. We became an independent investment advisor in 2010 and became a wholly-owned, independently-managed affiliate of Legg Mason in 2014. We offer investment expertise supported by the resources of one of the world's leading asset managers. As multi-asset specialists, we leverage Legg Mason’s global platform by tapping the strengths of each Legg Mason affiliate. As of June 30, 2018 we manage $20 billion in assets for both institutional and individual investors.

     

    Our select team of mathematicians, engineers, scientists, finance and investment experts create multi-asset and multi-factor equity solutions that are designed to elevate the certainty of the outcomes we provide.

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