• Permanent, Full time
  • Anson McCade
  • 13 Feb 18
  • New York, NY, USA
  • Competitive
  • Full time

Fixed Income Quantitative Developer (New York)

Fixed Income Quantitative Developer (New York) My client is a multi-billion, market leading, quantitative hedge fund. Global Fixed Income is one of their major business areas within their firm with a majority of their strategies covering the US, European and Sterling markets. They currently deploy capital in the interest rates and currency markets with a focus on liquid products including government bonds, futures, interest rate swaps and options.

Fixed Income Quantitative Developer (New York)

 

 

My client is a multi-billion, market leading, quantitative hedge fund. Global Fixed Income is one of their major business areas within their firm with a majority of their strategies covering the US, European and Sterling markets. They currently deploy capital in the interest rates and currency markets with a focus on liquid products including government bonds, futures, interest rate swaps and options.

 

 

Role:

 

You will be joining the Global Fixed Income Quantitative Development team, which is solely responsible for the development of the Global Fixed Income Pricing, Risk System (Valuation, Risk, PnL Predict/Explain, Scenario Analysis platform), Trading and the integration of models, market data and trades into this system.

 

 

Responsibilities:

 

  • You will be primarily involved in the development of real-time trading and risk management systems for proprietary trading
  • Portfolio Risk and Stress scenarios for rates trading
  • Historical and model based analysis and ranking of trading ideas in liquid fixed income
  • Developing global market monitoring and trading tools in liquid fixed income

 

 

Skills:

 

  • Undergraduate/Advanced degree in a STEM Degree (Computer Science, Engineering etc)
  • Experience in programming and problem solving in compiled languages (C++ for Windows/Linux)
  • Experience with a scripting language (Python preferred, but Perl, Ruby, Small Talk may be considered)
  • A keen passion and interest in software engineering, who believes in developing advanced software solutions
  • Excellent written and verbal communication skills
  • Intellectual curiosity with a strong willingness and desire to learn and share ideas with colleagues
  • Able to work and communicate effectively with a diverse set of people (Traders, Quants, other Developers, Trading Assistants)

 

 

Additional skills:

 

  • Specific Fixed Income and/or FX domain knowledge
  • Product knowledge of any of the following: Gov Bonds, Bond Futures (and Options), FX Derivatives, Interest Rate Swaps, Basic Swaps, Deposit Futures (and Options), OIS Swaps, Caps/Floors, Swaptions

 

 

 

If interested please send your CV to Amita.Patel@AnsonMcCade.com or call 020 7780 6700 for more information.