Software Development Engineer
Boston, MA Financial Engineering
Job Type

 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