Job Description
Our client is looking for Fixed Income quantitative researchers to develop trading strategies and pricing models across the US Interest Rate Curve.
Responsibilities:
- Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
- Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system
- Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
- See through the high quality implementation of ideas to full-scale production trading.
Experience:
- 2+ years experience as a quantitative researcher with Fixed Income products.
- Familiarity with STIR products and Corporate Fixed Income products.
- Strong programming skills, Python and C++ preferred
- Proven success in quantitative modelling and algorithm development
Base Salary Ranges from $150,000 - 250,000
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