You would be joining our financial research and analytics team. The Smartleaf Analytic Engine
(SLAE) is the quantitative core of our system and the part that performs portfolio/household
optimization and recommends trades. As a member of the Financial Engineering (FE) team, you
will have hands-on and high impact contribution to the cutting-edge software product that drives the
engine and empowers clients. You would be implementing heavily computational algorithms in
C++ and Python and integrating them with a complex, preexisting system – numerical aptitude
and ability to see the “big picture” are key. The core Financial Engineering team is a software-oriented team with a heavy background in Computer Science(CS) search and  optimization algorithms and numerical optimization methods in Mathematics. As such, the team often delves into a lot of the linear algebra side and optimization side of implementation. The core responsibilities of typical Financial Engineer at Smartleaf are:

• Research, design, and development of new features for core engine (SLAE) as well as other  applications of optimization regarding accounts and households
• Continuously improve core engine by refactoring and code optimization
• Engage in review process with other FE team members
• Mentoring junior team members and FE coops
• Document progress of design and implementation, and actively engage with other FE team  members on scalable implementations
• Participate in maintaining the quality of input/output data to/from SLAE and maintaining FE’s
  internal tools
   

• A bachelor’s degree or above in Computer Science (CS), Engineering, or a related  disciplines 
• Strong object-oriented software development skills, especially C/C++ and Python,  minimum 5+ years of experience in design and implementation of core features for a  software product 
• Proficient in core design patterns and methodologies along with core computer science  concepts
• Familiarity with constrained optimization, quadratic optimization and other numerical  programming techniques 
•  Broad familiarity with financial products 
•  Experience working with agile development, JIRA, subversion, or git 
• Excellent written and verbal communication skills
• A detail-oriented, self-motivated working style, working effectively in a team environment
• Ability to multitask and change direction and priorities with ease 

Bonus points for: 

• Experience developing software for financial applications and dealing with financial data
• Working knowledge of R or database programming
• Advanced development experience in a Linux environment
• Experience with mentoring junior team members and forming small groups to  problem-solve