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Job Title: Senior Quantitative Technologist
Job Location: NY: New York
Pay Rate: Open
Job Length: full time
Start Date: 2008-09-10
Company Name: Lehman Brothers
Contact: HR
Phone: email only please
Fax: email only please
Description: Senior Quantitative Technologist Posted 7/30/2008 New York, NY
The primary responsibility of the Senior Quantitative Equity Technologist role is to head up the design, development and implementation of the teams Research and Production platforms, as well as on-going maintenance of the platforms. The Research platform encompasses both signal research and the more narrowly defined client specific research projects. The Production platform covers the groups full range of products distributed to institutional clients on a daily basis. Responsibilities: Specifically there are two main areas that the person will be responsible for: I. Infrastructure Development and Maintenance The Senior Quantitative Equity Technologist will be responsible for the continued build-out and maintenance of the technology infrastructure for the groups two platforms. Currently, there exists a robust state of the art infrastructure for the group in terms of U.S. research and production platforms. This system uses a variety of servers, languages, data vendor packages and architecture. An integrated global architecture needs to be developed, ideally using the U.S. structure as its template. The Global Research platform must be flexible and integrate well with a variety of high-level statistical packages that the group will be using to conduct its research. The Global Production platform must be designed to ensure flawless automated nightly production of models and client services. The Analyst will need to work closely with Lehmans IT department to review alternative solutions and create a flexible and easy-to-use infrastructure. II. Data Integration and Integrity In addition to extensive in-house data, the data sources for the Research and Production platforms will include, but not be limited to: CRSP, Compustat, Worldscope, IBES, Factset, Bloomberg, Thompson MQA, SNL, and a variety of smaller "boutique" data vendors. Data is a critical component of the system, and as such, the Senior Quantitative Equity Technologist will be responsible for creating and maintaining a system of data feeds that are being updated at irregular intervals (some intraday, some nightly, some quarterly, etc) as well as a data storage platform allowing for the easy integration of the multiple data feeds. Accordingly, the Technologist will also need to establish data cleaning and quality assurance routines. Other responsibilities will include: assisting in the negotiation of contracts, understanding data source specifications, and investigating alternate data sources. The Analyst will often be required to interface with external data vendors as well other groups within Lehman Brothers with whom the group may jointly share data. Given the importance of data in the quantitative investment process, the Quantitative Equity Technologist should also be able to take on the role of in-house expert on data issues. These responsibilities will include: training junior team members on issues around data changes, errors, and integrity issues; and working with clients to help them design data quality and assurance routines, as well data store platforms. Requirements:
* Minimum of five to seven years of relevant experience building Unix/Linux server based systems. * Strong database building skills and fluency working with SQL, UDB and Sybase architecture. * Strong programming skills and a comfort level with a number of computer languages including C/C++, Java and Visual Basic. * Knowledge of SAS, PERL and Ruby. * Must possess an active knowledge of equity securities and familiarity with issues that often arise in these securities (e.g. corporate actions, M&A, stock splits, stock repurchase programs, dividend announcements, spin offs, equity issuances etc.) and how they will impact the groups work. * Prior experience working with historical equity databases such as CRSP, Compustat, and Factset is desirable. * The person will be responsible for developing strong relationships with the in-house IT department at Lehman, and as such, must possess strong communication skills and a personal style conducive to building these relationships. * The person should possess all of the characteristics that have ensured the success of the Lehman culture including a strong teamwork orientation, unquestionable honesty and integrity, intellectual curiosity and dedication to providing the best products to clients.
Lehman Brothers is an equal opportunity/affirmative action employer. The Firm and its affiliates do not discriminate in employment because of race, color, religion, gender, national origin, veteran status, disability, age, citizenship, marital or domestic/civil partnership status, sexual orientation, gender identity or expression or because of any other criteria prohibited under controlling federal, state or local law.
Please refer to Job code lehman-10262 when responding to this ad.
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