DCI is a state-of-the-art quantitative investment management firm based in San Francisco with roughly 25 employees. DCI specializes in global corporate bond portfolios, credit strategies, and fixed-income solutions for major institutional clients. DCI’s investment strategies are systematically constructed using quantitative models derived from economic fundamentals. We focus on bottoms-up security selection by identifying mispriced bonds and credits. Funds are actively managed with a goal of producing low volatility and uncorrelated excess returns. Strategies include High Yield, Investment Grade, Emerging Markets, Core Bonds and run the gamut from long-only benchmarked to long-short market neutral.
DCI’s investors include some of the largest pension, sovereign wealth funds, private banks, and independent wealth managers globally. The firm was started in 2004 by individuals with a long history of innovation in finance. Their achievements include the creation of the first equity index fund (Wells Fargo) as well as the first default probability and credit portfolio model (KMV).
DCI is committed to leveraging technology and to developing new strategies to deliver cutting edge investment management to our clients. We are looking for an experienced programmer to join the team supporting DCI’s alpha generation and portfolio optimization platform.
A Summary of Responsibilities Includes:
- Developing, supporting and maintaining DCI’s portfolio implementation technology which includes alpha generation, portfolio optimization, backtesting and risk & return reporting.
- Working closely with DCI’s Research team implementing strategy specifications, running portfolio optimizations & backtests, and assisting with alpha research.
- Working closely with DCI’s Portfolio Management teams providing daily production support for portfolio generation tools.
We are looking for a hands-on individual who wants to make significant contributions to the efforts of a small technology-driven investment team. An entrepreneurial mindset and self-motivating approach is a must. Qualified candidates will understand the systematic investment processes, will contribute to overall technical design, will solve problems and create tools while supporting applications during and after implementation. The candidate will also demonstrate excellent interpersonal skills, a commitment to collaboration, and a willingness to engage with others.
The ideal candidate will possess the following:
- A degree in finance or computer science or equivalent experience, preferably with an advanced degree or qualification (such as an MFE, PhD, or a CFA or FRM certification)
- Analytical programming experience and a good understanding of related data structures
- Familiarity with portfolio optimization and systematic investment management techniques
- Previous experience building and supporting production investment systems
- Python & Microsoft SQL Server programming experience
- Familiarity with Axioma portfolio optimizer is a plus
DCI offers attractive compensation and benefits. Compensation will be dependent on the qualifications and experience of the successful candidate.
Interested candidates should contact firstname.lastname@example.org with subject line ‘PLATFORM DEVELOPER’.
DCI is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, disability, veteran status, and other statuses protected by law.
DCI will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of Article 49 of the San Francisco Police Code.