Data Science for Marketplace Lending
Portfolio Systems Engineer$150k – $230k • 0.1% – 0.5%
An innovative investment fund with over $600M assets under management, we combine quantitative research, software engineering and rigorous scientific investigation to build credit portfolios that produce strong and consistent yields across business cycles.
We are seeking an experienced financial software engineer to join our team as a portfolio systems developer in a role with significant impact on our profitable and growing business.
What You'll Do:
- Manage deployment of loan selection algorithms across a number of market place lending platforms
- Work closely with Theorem's quantitative researchers, portfolio managers and software engineers
- Risk management
- Collaborate with finance and operations team on accounting and portfolio positions
What you bring to the table:
- Professional experience in designing and building finance systems, e.g., trading platforms, portfolio systems or risk management systems
- Strong interest in finance and financial markets. Experience in credit markets a plus.
- Financial math literacy and strong number sense, allowing easy collaboration with researchers.
- Coding skill in Python, C++ or similar. We currently use Python, but welcome developers of any background, as long as you can pick up Python.
- Experience with numpy/scipy/pandas is a big plus.
- Experience with databases and dev ops preferred.
- Machine Learning experience is a big plus, but not required.
- Experience in writing fast code (especially numerical code) is a big plus. (No, we are not a high frequency trading shop.)
- Experience doing research in any scientific field is a plus.
- Founded in 2014 by a Google software engineer and a Morgan Stanley quant trader, we are backed by some great investors, including Y Combinator and Two Sigma Ventures
- We are profitable, managing over $600mm, including investment from non-profits and university endowments
- We are a small, passionate, and collaborative team -- fewer than 20 research, engineering, and finance and operations professionals with a diversity of backgrounds and ideas
- Every member of the team has a major impact on the company's success with visible contributions to the business
- We deeply value intellectual curiosity, creative idea generation, and close collaboration
- We seek talented individuals who are thoughtful, innovative, tenacious, and interested in a mission-focused team environment
- We share ideas informally at team lunches, academic paper discussions, and through our bi-weekly All-Hands meetings
- Company events are inclusive and fun, with expeditions to food trucks and michelin-starred local restaurants, and annual trips to Montana and Stinson Beach featuring hiking and cooking
- We are located in SoMa in San Francisco, a vigorous 12-minute walk from BART and CalTrain
- We offer competitive salary and opportunity for equity ownership, generous benefits, and an inclusive and collaborative work environment
Covered medical, dental, vision, and life insurance.
Paid maternity and paternity leave.
Competitive salary, bonuses, and equity.
Unlimited vacation days
Paid team offsites and catered meals.
Theorem LP at a glance
Theorem LP focuses on Financial Services, Machine Learning, Finance, Software Engineering, and Fin Tech. Their company has offices in San Francisco. They have a small team that's between 11-50 employees. To date, Theorem LP has raised $2.5M of funding; their latest round was closed on March 2014.
You can view their website at http://www.theoremlp.com