Our Client is seeking a Front Office Quantitative Developer to join their New York office. The candidate will be part of the Global Fixed Income Front Office Quantitative Development team which is responsible for developing our client’s in-house quantitative portfolio, risk and pricing analytics suite. You will be working alongside Senior PMs to develop trading strategies via the build out analytics/Relative Value Tools for new and existing financial products, primarily within C++ and Python.
Responsibilities:
- The candidate will be primarily involved with development of real time trading and risk management systems for proprietary trading in Global Fixed Income.
- Additional responsibilities may include:
- Development of core analytics for proprietary trading in linear rates relative value.
- Strategy/Tool development with Senior Portfolio Managers
- Building out pricing, risk/PnL analytics and tools for Senior PMs new products/strategies
- Deploying and developing a number of highly sophisticated mathematical and statistical techniques
- Development of Global Market Monitoring, Relative Value, Trade Identification trading tools in liquid fixed income.
- Historical, model and regression based analysis & ranking of trade ideas in liquid fixed income.
Required Skills:
- Programming experience in scripting (e.g. Python, Perl, Ruby, Smalltalk, etc) and compiled languages (C++ for Windows or Linux)
- Commitment to excellence and a strong attention to detail
- Highly motivated with a desire to work in a hands-on collaborative environment
Desirable:
- Reading or coursework in financial modelling skills
- Time Series Analysis / data mining skills
- Proficiency in Microsoft Excel
Education
- M.S. Degree in Financial Engineering, Computer Science, Electrical Engineering, Mathematics, or related STEM field
- Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
If you would like to be considered for the position of Front Office Quantitative Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
