Job Description

The position is for a Quant Developer who will be part of our Fixed Income Technology Analyst team, directly supporting the Front Office offering of a leading Financial Services firm.


The work assignments will include playing a lead role in developing our internal tools and libraries for bond pricing and analytics. Will include working with the front office in development of tools and analysis for traders and sales on projects and our development team in integrating within the wider platform.


We are a results-oriented group looking for a self-motivated, detail-oriented person with strong communication skills, strong analytical and problem-solving skills, a good work ethic, and an interest in being part of a team environment supporting a fast-paced and dynamic organization.

Key Responsibilities

Design, develop, and maintain pricing and risk models for a wide variety of different bond classes Development and enhancement of our analytics offering, including library, microservices and core development Ensure model accuracy and performance Support and enhance existing codebases to increase product coverage and available pricing indicators Helping trading desks build tools to better make decisions To provide second level support as needed

The following skills and experience are required for this role:

3+ years of experience as a Quantitative Developer or Quant Analyst in a fixed income environment. Experience with in house or third party analytic libraries such as Quantlib, Alib, Numerix Ability to learn and adapt quickly and excellent problem-solving skills Deep understanding of fixed income products and their valuation methodologies. Strong analytical, verbal, and written communication skills Willing to learn new programming languages and technologies Ability to work well with both business managers, traders and developers

Technical:

Strong programming skills in Python or Java. Experience in creating libraries, restful services. Solid grasp of numerical methods, stochastic calculus, and financial mathematics. Familiarity with market data feeds, curve construction, and calibration techniques.

Strong differentiators:

Experience with Alib or Kalotay Experience with Redis, Fast API, Dash, Streamlit, Rust Experience with Ion Trading platform Exposure to AWS Linux (Red Hat Enterprise)

Business

Fixed Income Credit & Rates Bond / Repo trading system experience Previous experience modelling structured and exotic bonds


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