Systematic Investment Platform Developer
Firm Profile and History
DCI, LLC (DCI) is an investment management firm that specializes in managing systematically driven fixed income and alternative investment portfolios for institutional investors and private wealth advisors worldwide.
DCI targets superior risk-adjusted returns, primarily from portfolios of corporate credit assets, through the selection of individual securities. The principal driver of DCI’s strategies is its enhanced, dynamic proprietary default probability model which incorporates fundamental balance sheet information, real-time information embedded in equity and options markets, and a robust 30+ year database of over 30,000 historical defaults. DCI leverages its technology to produce timely risk and alpha forecasts for thousands of investments, which are monitored in real-time, providing early warning capabilities and a large universe from which to create portfolios.
DCI offers investors a diverse set of active and passive fixed income, credit, and alternative strategies, including Investment Grade Corporate Bond, High Yield Corporate Bond, Market Neutral Credit, Absolute Return Credit, Emerging Market Corporate, Core Bond, Multi-Sector Bond, and Short-Credit Strategies as well as bespoke portfolios, including Long Duration Corporate/Liability Driven Investments (LDI) and Environmental, Social and Governance (ESG)/Socially Responsible Investment (SRI) driven strategies.
We are looking for a hands-on individual who wants to significantly contribute to the efforts of a small development team. An entrepreneurial mindset and self-motivated approach is a must. Qualified candidates will understand the ideas behind business processes and theoretical models, will assist in overall technical design, and will also actively support applications during and after implementation. The position is best suited for a well-rounded developer who is interested in working on the entire technology stack from the database to visualization layers. Excellent interpersonal skills and collaboration are critical.
Specific roles include:
- Working closely with DCI’s Research team to implement systematic investment models, integrating data, analytics, and visualization
- Working closely with DCI’s Portfolio Management, Operations, and Client Service teams to develop and manage applications supporting critical business activities
- Supporting the day-to-day operations of the technology platform including production support and issue de-bugging
- A BS degree in computer science or equivalent - an advanced qualification like an MFE, PhD or a CFA or FRM certification is a plus
- At least three to five years of analytical programming experience plus a good understanding of related data structures
- Solid understanding of RDBMS design, modeling, and implementation with an emphasis on Microsoft SQL Server
- Experience with Tableau, SAS, Bloomberg, Excel also desirable
- Domain knowledge of fixed income and derivative products, specifically credit instruments including corporate bonds and CDS
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 ‘QUANTITATIVE INVESTMENT PLATFORM DEVELOPER’.
CI 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.