Quantitative Developer

Mumbai, India

ARP Investments (“ARP”) is a quantitative investment boutique headquartered in Midtown Manhattan. The Firm currently has an AUM of approximately $2 billion*. ARP creates diversified sources of absolute returns across multiple asset classes. Within a scientific, hypothesis-driven framework, ARP leverages modern statistical methods and vast datasets to drive every step of the investment process. Alpha forecast models, portfolio construction, and the trading process rely on the ingenuity and mathematical expertise of 40+ investment professionals. ARP offers two categories of investment products – Systematic Alpha and Alternative Risk Premia. Both are designed to provide superior risk-adjusted returns while exhibiting low correlation to traditional and alternative asset classes. Each invests in liquid, scalable markets. On average, ARP’s partners have spent over 20 years researching, investing and trading systematic alternative investment strategies.

Role Summary

The Quantitative Developer position will be based in Mumbai and be part of the Portfolio Analytics team. They will collaborate closely with senior researchers to develop systems and analytics for various aspects of the quantitative research process like data processing, research, back-testing and trading.

We are seeking candidates who have excelled in engineering – specifically computer science. Prior experience in investments and finance is beneficial but not mandatory. This role is ideal for candidates who are passionate about technology and building well-designed software.

Responsibilities

  • Design and develop highly automated cloud-based technology stack for investment and electronic trading algorithms
  • Build next generation systems to run hundreds of simulations for model estimation and back-testing of mathematical algorithms
  • Create a platform to manage large and varied datasets
  • Create workflows and dashboards to visualize processes in real-time
  • Provide continuous suggestions for process improvement and performance optimization
  • Assess different technologies and their applications

Qualifications

  • B.E., B.Tech., M.Tech., or M.Sc. in Computer Science, Computer Engineering or similar discipline from a top tier institute
  • Must have exceptional coding and software design ability (Python or C#)
  • Must be passionate about developing well-designed scalable software
  • Good oral and written communication skills
  • Demonstrated ability to work independently with complete ownership of projects

*As of Jan 2, 2020. AUM reflects regulatory AUM as per SEC definition for the purposes of Item 5.F on the Form ADV Part 1a.

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