The Quantitative Strategy Team is responsible for managing multiple systematic macro and CTA type hedge funds and covers research, quantitative model development, trade execution, and infrastructure design & implementation. The quantitative developer will work closely with and support senior researchers in R&D process as well as deployment of investment strategies, portfolio construction methodologies etc. In addition, the quantitative developer may engage in day to day portfolio management tasks.
Principal duties include development and maintenance of in-house Python applications and libraries for data management, quantitative investment research and portfolio management. Special emphasis is placed on using Open Source libraries and components as much as possible. The successful candidate should have a solid education in computer science and experience with using currently available Python libraries and passionate about writing good code. It is a plus if he/she is plugged-in to the Python community and is resourceful in identifying open-source libraries that can enhance MAI's technology and process.
* Design and develop research libraries and applications using Python as a primary language
* Work with in-house IT team to improve database and other infrastructures
* Coordinate with execution desk on proper execution of trading strategies
* Manage risk and analytics reports
* Degree in computer science or 3 years of professional experience in software development.
* Solid understanding of program structures, algorithms, object-oriented programming and design patterns.
* Demonstrates ability to develop robust, maintainable and efficient code.
* 2 years of professional experience with Python.
* Python proficiencies include: Numpy, Scipy, Pandas, SQLAlchemy, and unittest.
* Source control with Git.
* Knowledge of development best practices.
* Excellent technical writing and data presentation skills.
Mizuho Americas is a leading financial institution comprising several legal entities, which together offer clients corporate and investment banking, financing, securities, treasury services, asset management, research and more. Mizuho's operations in the Americas connect a broad client base of major corporations, financial institutions and public sector groups to local markets and a vast global network. Mizuho Americas is an integral part of the Japan-based Mizuho Financial Group, Inc. (NYSE: MFG), which is comprised of offices in nearly 40 countries, approximately 60,000 employees, and assets of more than USD 1.8 trillion. Learn more at mizuhoamericas.com.
Mizuho Bank Ltd. offers a competitive total rewards package.
We are an EEO/AA Employer - M/F/Disability/Veteran.
We participate in the E-Verify program.
We maintain a drug-free workplace and perform pre-employment substance abuse testing.
Associated topics: .net, application, back end, matlab, perl, php, programming, sdet, software programmer, sw