As an Oracle Database DBA this individual will play a key role in designing and delivering strategic as well as quick turn-around projects in the Quant & Risk space. The role will work closely with quantitative analysts, quant operations as well as peer technology teams in a rapid, highly iterative delivery model. A qualified candidate will be forward-thinking, highly motivated and self-starting, able to lead efforts within a small dynamic team, as well as work efficiently on independent assignments; and will be proficient in one or more asset classes Equity / Fixed Income / High Income, portfolio management concepts, financial statements with a track record of supporting research and delivering software components related to finance. Additionally, this individual is a skilled engineer capable of moving seamlessly between iterative prototyping and enterprise strength application development.
While delivery may involve engineering and automation, it will also come in the form of troubleshooting and support, reverse engineering requirements and documentation. The demands are dynamic, thus a comfort level working across technologies and with ambiguous requirements is essential.
The Quant & Risk technology team is an end user / ITD team responsible for the development and support of the Quant environment covering subject areas such as Alpha, Risk, Attribution, Factor products etc. Common data includes fund holdings, benchmarks, risk models , trades, reference data, performance data, market data, securities, identifiers with integration with central database systems and external vendors. The efforts of this group are essential to investment management, quantitative analysis and new product development.
The database developer’s primary responsibilities will include:
Ownership of quant and risk databases on Oracle central data warehouse/ datamart.
Work 1:1 with Quant Analysts to support with strategic projects such as Cross Asset Risk Platform, Factor products, Index products as well as with their requirements for quick data sets, data analysis & information representation.
Helping design, develop & validate tools for Investment Professionals. Support & maintain existing functionality & tools.
Support the needs of our investment professionals and senior management in the areas of custom tools development, data analysis & information representation
Analyze / test and work with DBA’s in moving off on-prem Exadata Oracle to new Oracle Data Environment on AWS
Focus on process to improve efficiency, present innovative recommendations and implement resolutions across the team.
Capture and understand internal client reporting requirements and translate into technical implementation and related documentation.
Skills and Knowledge
Extensive experience with Oracle and PL/SQL
Financial systems knowledge - preferably portfolio management & risk
Logical data modeling and relational database design experience
Data movement and ETL experience (Informatica)
Autosys or a scheduling tool.
Comfortable with multiple database concepts, i.e. RDBMS, OODB, ODS, Warehouse, Cloud AWS
Work with minimal supervision directly with investment professionals
Critical thinking skills
Strong oral and written communication skills
Strong client focus and results orientation
UNIX Shell scripting experience is a plus
Education and Experience
BS or MS in Computer Science or related degree, or equivalent experience
Experience in Fixed Income, Equity or broader asset allocation
Experience in dealing with market data providers, i.e. Morningstar, Factset, is a plus
Experience with Risk vendors / models Barra, BarraOne, Northfield etc. is a plus
Experience in AWS and related data technologies is a plus.
Experience with advanced analytical SQL is a plus
Experience in data acquisition/mining, model and application development in a quantitative research environment is a plus.