Research Software Engineer
About The Position
Pagaya is a leading next-generation asset management firm founded in 2015. Combining advanced technology and financial expertise, we use artificial intelligence and state-of-the-art algorithms to uncover exceptional, low-risk high-yield opportunities in alternative credit for investors. Pagaya actively invests in US consumer credit assets.
The Pagaya team is comprised of over 100 professionals in New York and Tel Aviv with expertise in artificial intelligence, data rich alternative assets and asset management. The team manages over $1.8 billion in assets on behalf of institutional investors around the world.
Pagaya just completed its Series D financing of over $100M led by a prominent sovereign wealth fund.
About the Role:
Software is fundamental to research. From the humanities to physics, biology to archaeology, software plays a vital role in generating results. Not all researchers can become skilled software engineers, so a new role has developed: the Research Software Engineer (RSE). RSEs combine an intricate understanding of research with expertise in programming and software engineering.
- Build software that unlocks the use of new modeling and analysis techniques, becoming the force multiplier of researcher productivity
- Be responsible for accelerating research workflows, including optimization and parallelization of model training and validation
- Work closely with fellow research infrastructure engineers to implement and maintain key scientific components of our research codebase
- Bring automation to model training and retraining processes in order to shorten the time to market of ML models
- Take care of data and model validation with its performance in production in order to eliminate risks of false insights and to ensure we can all trust results produced by our algorithms
- Identify pain points in current analysis workflows and eliminate them through proper automation and tooling
- Contribute to our software engineering culture of writing correct, maintainable, elegant and testable code
- Provide education and documentation enabling fellow team members to maximize technical resources
- Your intellectual curiosity and hard work contributions will be welcome to our culture of knowledge sharing, transparency, and shared fun and achievement
- Right at the cutting edge of science – work right at the frontiers of science with expert researchers
- Use the tools and languages that are best suited to the job – Complete flexibility to problem-solving with novelty and creativity encouraged
- Open source projects and frameworks recommended
- Be around very bright and lovely people
- It’s all about results – working hours are not the focus
- 5+ years of programming experience
- 3+ years’ aggregate experience as a Software Engineer as your full-time job
- Deep understanding of the open-source scientific programming ecosystem
- Willingness to code in Python. We welcome developers of any background, as long as you know python properly
- Willingness to get your hands dirty, understand a new problem deeply, and build things from scratch when they don’t already exist
- Undergraduate degree in Computer Science, Computer Engineering, or similar disciplines from rigorous academic institutions
Any of the below would be an advantage:
- Professional experience writing performant scientific, numerical and parallel code in a data-driven research environment
- Experience writing and optimizing code in a vectorized scripting language such as NumPy or similar
- Experience with cloud platforms such as AWS or GCP
- Experience with data warehousing technologies such as Amazon Redshift, Google BigQuery, Snowflake, etc.