Portfolio Systems Engineer

San Francisco, CA, United States

Theorem


Role Location

  • San Francisco, CA, United States

Employees

11 - 25 people

Address

436 Bryant St
San Francisco, CA, 94107, US

Tech Stack

  • Pandas
  • Numpy
  • Scikit Learn
  • Data Science
  • Python
  • C++
  • Statistics
  • Machine Learning
  • Fast Code

Role Description

Key responsibilities: 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

Experience requested: 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.

About Theorem

We are a cross-disciplinary team applying machine learning and rigorous scientific investigation to revamp the lending and securitization space. This is one of finance’s least sexy areas, but is a multi-trillion dollar market- and it’s where the financial crisis started. Bad technology was a major cause, and even after almost 10 years, no one has fixed it.

Company Culture

Smart, friendly and kind. Hardworking, respectful. Eagerly nerdy, collaborative, research and science obsessed.

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