Northern Trust

Senior Quantitative Engineer

Northern Trust
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4 hours ago
Bengaluru, IndiaSenior

Responsibilities

  • Work with business and research teams to gather requirements, define technical specifications, and develop quantitative models.
  • Design, develop, innovate, and improve proprietary models and algorithms for equity and fixed-income research and trade generation.
  • Convert Excel-based models to the latest technology stack while generating required signals.
  • Improve application stability, scalability, resiliency, reliability, and user experience.
  • Lead developers in transitioning mature prototype tools, applications, reports, and data structures into production.
  • Implement standards, processes, and tools for numerical-library testing and code-quality controls.
  • Review complex model and algorithm implementations for requirements verification and code quality.
  • Conduct peer code reviews and incorporate feedback from model developers and other engineers.
  • Communicate project status to development teams and management and provide technical guidance.

Requirements

  • Bachelor's degree in Computer Science, Engineering, or Information Technology.
  • 12+ years of progressive experience in software engineering and quantitative analysis.
  • Strong analytical skills and experience working with large datasets using libraries such as PySpark, Pandas, Polars, and Cuml.
  • Expertise in multiple programming languages, including Python, PySpark, R, and Java; Python and PySpark expertise is required.
  • Working knowledge of a relevant big-data cloud-computation platform such as Databricks.
  • Strong quantitative research, statistics, risk, and equity portfolio-management knowledge.
  • Understanding of tradable financial instruments, derivatives, capital markets, time-series analysis, asset pricing theory, algorithms, and data structures.
  • Understanding of machine-learning algorithms for building signals from available datasets.
  • Strong Test-Driven Development experience and commitment to simple, adaptive, iterative code.
  • Preferred experience in front-office software development within asset management, hedge funds, or investment banks.
  • Preferred experience building containerized applications and deploying them to public or private clouds such as Microsoft Azure or Amazon Web Services.
  • Preferred experience with web-based development and visualization technology for large and complex datasets.

Benefits

  • Flexible and collaborative work culture with organizational mobility and accessible senior leaders.
  • Inclusive workplace and opportunities to support communities through the company's philanthropy programs.
  • Bangalore office amenities including the Arrival Hub - Jungle, GameZone, and Employee Experience Zone.
  • Reasonable accommodation is available during the employment process.

Tech Stack

AWSAzureDatabricksJavaPandasPythonR

Categories

Northern Trust

About Northern Trust

501-1,000 employees

Northern Trust is a financial services company that provides asset servicing (custody and fund administration), asset management, wealth management, and banking/treasury services to institutions, corporations, and affluent families. Its business model centers on fees for assets under custody/administration and management, plus banking services. Founded in 1889 and headquartered in Chicago, it is publicly traded on Nasdaq (NTRS) and serves clients across the Americas, EMEA, and APAC.

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