Investment Data Analyst, Equity - T. Rowe Price (Balimore, MD)

Primary Purpose of the Position

Working independently and on teams and committees, this position is responsible for providing front office investment support for Portfolio Managers, Analysts, and Traders. In addition, the incumbent must maintain good working relationships with Front Office Investment clients and TRPA staff. Works closely with quantitative analysts, portfolio managers, investment analysts, and traders to investigate, design, automate or enhance investment processes and applications and to ensure that Equity and Fixed Income systems, databases, internal workflows and vendors evolve to appropriately keep pace with internal and external reporting needs for core and analytic data at security, portfolio, product and sector levels.

Principal Responsibilities

• Investigates new products/vendors to automate and streamline workflow and data processes for investment associates -Portfolio Managers, Analysts, and Traders.
• Works closely with quantitative analyst, portfolio managers, investment analyst, and traders to develop analytical systems/reports to be used by the investment associates for investment management/decision support. Takes the lead on coordinating and executing required systems testing for enhancements and upgrades; partners with TRPIT and HiNet developers to ensure complete, efficient connectivity between all relevant systems.
• Designs, plans, and develops solutions that automate and streamline processes for Investment Associates. Can manage projects independently.
• Seeks creative solutions to business problems. Investigates/researches integration of new products into/with full array of analytical systems (Vision, Market QA, Clarify, Wilshire Axioma, etc.) that assist the Investment process; provides system administration support for ancillary and primary analytical tools.
• Manages large data sets and resolves research data issues. Ensures data integrity, maintains data quality, resolves data discrepancies and identifies "gold standard" sources of information. Networks with appropriate upstream and downstream customers, vendors, service teams and developers to ensure data errors are resolved and processes are revised in order to mitigate risk of repeat issues; may also represent Investment Staff by serving on committees and project teams (e.g., MIDR Data Policy Committee) for evolving data needs and reporting along with impacts of regulatory changes.

Qualifications

• College degree and 4 yrs related work experience required
• Financial Industry experience working with Equity or Fixed Income data
• Detail oriented
• Technical background / Strong design skills
• Ability to handle multiple tasks in a minimally structured environment
• Substantial technical or statistical programming skills, with demonstrable ability to employ those skills to solve complex modeling challenges in a limited time. Experience with Matlab and/or Splus is an advantage, as is knowledge of database management systems.
• Ability to master complex tasks with minimal supervision

Experience with:

• Object Oriented Programming/Design or Database architecture
• Integrating Products
• HTMLprogramming
• Unix Skills a must
• Self starter requiring minimum supervision
• Vision Database Knowledge desirable Financial services data vendors - Bloomberg, Factset, S&P, Compustat, Ibes, MarketQA, Clarify, Russell

T. Rowe Price is an Equal Opportunity Employer.

Contact: karen_robinson [at] troweprice.com

URL: www.datashaping.com/jobs17056x.shtml
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Quantitative Developer - D.E. Shaw (New York, NY)

The D. E. Shaw group, a global investment and technology development firm with approximately US $35 billion in aggregate capital, is looking for top-notch, innovative quantitative developers to help create computationally intensive strategies for trading in securities markets around the globe. Quantitative developers bring exceptionally strong mathematical, analytical, and software development skills to bear on interesting and challenging problems in computational finance and automated securities trading, such as the implementation of statistical algorithms for time-series analysis, the creation of new analytics tools, and the development and analysis of statistical models for our computerized financial trading strategies. They also enjoy access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their respective math, physics, engineering, and computer science programs and have extensive software development experience using C, C++, or Java. To apply, e-mail your resume and a cover letter to DataShaping-QuantProg@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs16604x.shtml
Please mention datashaping.com when applying. Thank you.

Software Developer - D.E. Shaw (New York, NY and Cupertino, CA)

The D. E. Shaw group is looking for top-notch, innovative software developers to help it expand its tech venture and proprietary trading activities. We’re a global investment and technology development firm with approximately US $35 billion in aggregate investment capital and a decidedly different approach to doing business. The application of advanced technology is an integral part of virtually everything we do, from developing computationally intensive strategies for trading in securities markets around the globe to designing a supercomputer intended to fundamentally transform the process of drug discovery. Developers at the firm work on a variety of interesting technical projects including real-time data analysis, distributed system development, and the creation of tools for mathematical modeling. They also enjoy access to some of the most advanced computing resources in the world. If you’re interested in applying your intellect to challenging problems of software architecture and engineering in a stimulating, fast-paced environment, then we’d love to see your resume.

To apply, e-mail your resume to DataShaping-Prog@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs16605x.shtml
Please mention datashaping.com when applying. Thank you.

Financial Data Integration / Software Engineer (San Francisco, CA)

Join a team of quants creating investment insight!
Job #: STAR-QDATA

Why work at StarMine? Simple - because we are developing an innovative and sophisticated product in an environment that relishes complex problem solving in a team setting. We hire creative and competent engineers who are ready to work for an organization with a logical project development process and emotionally mature managers. Our work is never boring.

StarMine researches, designs, and develops quantitative stock selection models extensively used by both quantitative and fundamental portfolio managers at more than 400 of the top asset management firms around the world.

What will you do?

• You will solve complex problems using multiple programming languages (e.g., SQL, Python, R, S-Plus, SAS, C++, Visual Basic)
• You will maintain quality control of an entire historical database by inspecting and troubleshooting terabytes of data. Working with a database constantly accessed by our team of highly skilled researchers, you will also update existing data and load data from brand new sources and/or data vendors
• You will manage and maintain different databases of financial information, matching/mapping data across different systems and different historical time periods

What will be your challenges?

• StarMine is profitable and recognized as one of the fastest growing companies in North America (we have been included on the Inc 500 list the last three years). We must continuously create models that outperform the market, improving and expanding our products in a sustainable manner in order to meet growing customer demand.
• We are a highly skilled team of 9 quantitative researchers carefully built by hiring 2 to 4 top-notch people every year. We prefer to hire a few talented engineers who can complete extraordinary tasks instead of hiring a team of mediocre programmers. This allows us to average five new releases each year.
• Our strong commitment to accuracy requires strict attention to detail to ensure that our financial database is producing meaningful results-and we do this in a fast-paced environment. We expect our engineers to be successful working with new technologies and on a number of different projects simultaneously.

What skills do we seek in our employees?

• Strong SQL skills, object-oriented programming experience (C++ and STL a plus), and an interest in working in Linux. A strong knowledge of Excel is required, and familiarity with one or more statistical software packages such as R, S-Plus, SAS, and/or Matlab is beneficial.
• Intellectually curious, adaptive to new technologies, skills, and procedures, and an ability to demonstrate competency in your existing skill-set. Knowledge of financial datasets, or strong interest in quickly picking up knowledge of financial datasets, is crucial for this position.
• A commitment to quality, excellent written and verbal communication skills, and a history of attention to detail. Ability to figure out how to test time-series data and track the evolution of companies over their history is helpful in dealing with the unique challenges of working with financial data.

We recommend you complete our online interview process, where you will have an opportunity to respond to questions posed directly by the hiring manager. Feel free to call should you have any questions at US +1 415-755-1252.

To apply for this position or refer someone you know, please use our online interview system managed by Accolo:

jobs.accolo.com/11234

Once you have completed the interview, your information will be forwarded to the hiring authority for decisions on next steps.

Related Keywords: software developer, software engineer, software designer, senior, Object-Oriented, C/C++, R, S-Plus, Python, Visual Basic, SAS, Excel, LAMP, open source, STL, Linux, MYSQL, XSLT, XML, SQL, PHP, bulk data manipulation, large databases, terabyte, bulk data loading, back-end, front-end, OOD, OOP, inheritance, common functionality, reusability, outer joins, aggregations, State Street, QA, Market QA, web, development, website, job, software testing, FactSet, Compustat, IBES, Reuters.

URL: www.datashaping.com/jobs16801x.shtml
Please mention datashaping.com when applying. Thank you.

Software Developer (New York, NY and Cupertino, CA)

The D. E. Shaw group is looking for top-notch, innovative software developers to help it expand its tech venture and proprietary trading activities. We’re a global investment and technology development firm with approximately US $35 billion in aggregate investment capital and a decidedly different approach to doing business. The application of advanced technology is an integral part of virtually everything we do, from developing computationally intensive strategies for trading in securities markets around the globe to designing a supercomputer intended to fundamentally transform the process of drug discovery. Developers at the firm work on a variety of interesting technical projects including real-time data analysis, distributed system development, and the creation of tools for mathematical modeling. They also enjoy access to some of the most advanced computing resources in the world. If you’re interested in applying your intellect to challenging problems of software architecture and engineering in a stimulating, fast-paced environment, then we’d love to see your resume.

To apply, e-mail your resume to DataShaping-Prog@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs16605x.shtml
Please mention datashaping.com when applying. Thank you.

Risk Quantitative Analyst (New York, NY)

The D. E. Shaw group, a global investment and technology development firm with approximately US $30 billion in aggregate investment capital and an international reputation for financial innovation and technological leadership, seeks an exceptionally gifted individual for the role of Quantitative Analyst in its Risk group. The ideal candidate will have at least 2 to 3 years of experience in the Market Risk area of a Wall Street firm, money manager, or risk software vendor. The individual will be responsible for firmwide risk analysis and will work with individual portfolio managers on strategy-specific risk management. A Ph.D. in finance, mathematics, statistics, or econometrics is preferred. Exposure to systematic trading techniques is a strong plus, as is experience interacting with a trading desk or strategy managers. The role affords the exciting opportunity to help build a firmwide risk management infrastructure and to collaborate with some of the brightest minds in alternative asset management. Applicants should submit a resume and cover letter to DataShaping-RiskQuant@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs15653x.shtml
Please mention datashaping.com when applying. Thank you.

Middle/Back Office Software Developer - D.E. Shaw (New York, NY)

The D. E. Shaw group, a global investment and technology development firm, is looking for exceptional software developers to support its proprietary trading and asset management activities. In addition to having outstanding academic credentials and a deep knowledge of computer science, we're looking for individuals who can play a key role in the development of critical portfolio accounting, general ledger, workflow, and document management systems for a fund with approximately US $30 billion in aggregate capital. Promising candidates will have extensive experience with Java, Perl, and SQL; industry experience in a similar role is desirable but not required. Our company culture is focused but informal, which is reflected in our casual dress, relatively flat management structure, and flexible vacation policy, as well as in the high degree to which new employees work closely with senior staff on key initiatives. We strongly emphasize personal ownership of projects, and new hires are given substantial responsibility from their first day on the job. If you're interested in applying your intellect to challenging problems of software architecture and engineering in a stimulating, fast-paced environment, then we'd love to see your resume. To apply, e-mail your resume and a cover letter to DataShaping-MBOProg@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs15621x.shtml
Please mention datashaping.com when applying. Thank you.

Quantitative Developer - D.E. Shaw (New York, NY)

The D. E. Shaw group, a global investment and technology development firm with approximately US $30 billion in aggregate capital, is looking for top-notch, innovative quantitative developers to help create computationally intensive strategies for trading in securities markets around the globe. Quantitative developers bring exceptionally strong mathematical, analytical, and software development skills to bear on interesting and challenging problems in computational finance and automated securities trading, such as the implementation of statistical algorithms for time-series analysis, the creation of new analytics tools, and the development and analysis of statistical models for our computerized financial trading strategies. They also enjoy access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their respective math, physics, engineering, and computer science programs and have extensive software development experience using C, C++, or Java. To apply, e-mail your resume and a cover letter to DataShaping-QuantProg@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

URL: www.datashaping.com/jobs15622x.shtml
Please mention datashaping.com when applying. Thank you.

Salaries per job category per metropolitan area

Salary statistics regarding statisticians, senior statisticians, SAS programmers, quant jobs, data analysts, biostatisticians, updated in September 2007. Comparing metropolitan areas with average nationwide salaries. Full article: datashaping.com/salaries.shtml