A world leading Hedge Fund is looking for someone to be part of the Global Fixed Income Quantitative Development team, who are responsible for development of the Global Fixed Income Pricing, Trading and Risk system (Valuation, Risk, PnL Predict, Pnl Explain, Scenario Analysis platform) and the integration of the models/analytics, market data, scenarios and trades / positions into this system
Duties and 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:
- Portfolio Risk and Stress scenarios for rates trading
- Development of global market monitoring and trading tools in liquid fixed income
- Historical and model based analysis & ranking of trade ideas in liquid fixed income
Required Skills
- Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
- Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
- A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cuts
- Experience working in a Windows and/or Linux development environments (experience with both is preferred)
Personal/Communication Skills:
- Outstanding analysis / problem solving skills
- Excellent communication and teamwork skills
- Self starter who is comfortable interfacing with a diverse set of people (Traders, Quants, Trading Assistants, etc)
Background / Experience:
- Technical education should include an undergraduate and/or advanced computer science, electrical engineering or other relevant applied science with an emphasis in finance, mathematics, or physics
- Proven track record in software design and development
- Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
Additional Desirable Skills / Experience
- Product knowledge of any or all of the following: Govt Bonds, Bond Futures (and Options), Inflation Linked Bonds, Interest Rate Swaps, Deposit Futures (and Options), Basis Swaps, Swaptions, OIS Swaps, Caps/Floors, FX Derivatives
If you would like to be considered for the position of 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
