Northern Trust Senior Quantitative Engineer - 65533 in Chicago, Illinois

This job was posted by https://illinoisjoblink.illinois.gov : For more information, please see: https://illinoisjoblink.illinois.gov/ada/r/jobs/5150969 As a quantitative investment engineer you will be responsible for enhancing and supporting our quantitative research platform. This includes extending our equity and fixed-income research databases. Building tools for portfolio managers and quantitative researchers used to performing factor analysis, constructing FMPs, running strategy backtests, and creating ad-hoc empirical research.

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+ Responsible for extending our quantitative production infrastructure while insuring scalability, reliability and flexibility.

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+ Extend our quantitative research databases, insuring they are built every month-end and synced with our production environment.

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+ Implementing new products into our production framework.

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+ Extend and run our strategy backtest framework.

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+ Continue to enhance existing tools as they related to alpha signal research, portfolio construction and optimization.

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+ Help manage version upgrades with regards to Barra, Axioma and SAS.

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+ Perform portfolio factor analysis for clients.

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+ Liaises with the ETF, Index Services, and Model Risk Management teams.




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5-10 years of quantitative investment experience. Strong coding, debugging and analytical skills using SAS, Python, SQL, R, Java, VBA, Oracle, Crystal Reports, Microsoft Excel, Factset, Bloomberg, Barra BPM , Barra Risk Models, and Axioma Optimizer.

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Knowledge of financial analysis, statistical analysis and accounting, usually acquired through formal education, is required to analyze and interpret investment data. A BS/MS in Computer Science, Mathematics, or a related discipline.

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For more than a century, Northern Trust has worked hard building our legacy of outstanding service, expertise and integrity. From a Chicago-based bank founded in 1889, we now have more than 20 international locations and 16,500 employees globally. We serve the world's most-sophisticated clients - from sovereign wealth funds and the wealthiest individuals and families, to the most-successful hedge funds and corporate brands.

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We burnished our reputation as a global leader delivering innovative investment management, asset and fund administration, fiduciary and banking solutions enabled by sophisticated, leading technology. And through it all, we continually laid a solid, forward-looking foundation on which future generations can continue growing and achieving greater.

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As of June 30, 2017, Northern Trust Corporation had:

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•$126 billion in banking assets

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•$7.4 trillion in assets under custody

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•$9.3 trillion in assets under custody/administration

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•$1.0 trillion in assets under management

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