Responsibilities:
* Collaborating with members of Quantitative Research and trading floor personnel to develop advanced analytical tools to be used in the portfolio management process
* Developing and maintaining the core analytics library used for pricing financial instruments traded by the fund
* Participating in maintenance of infrastructure (data acquisition, unit testing, etc.) used by the core analytics library and applications
Qualifications:
* MS in Computational Finance/Financial Mathematics
* 1+ years of quantitative finance experience. Familiarity with fixed-income instruments across interest rate, credit and ABS space
* Solid knowledge of C++ and object-oriented concepts; familiarity with SQL
* Experience in a multi-programmer environment is a plus
* Proven ability to produce quality work under time pressure, and to work collaboratively with others
* Intellectual curiosity and an eagerness to learn