They are looking for a senior level Convertible Stat Arb. Developer with a high level of fluency in both Python and C++ to work the development of front-end tools to directly support the pricing and analysis of converts, options, and other Fixed Income products, as well as work on the further improvement of the team's in-house libraries and databases. This an amazing opportunity to join a highly competitive and technical buyside team within the convertibles space. This team will also allow sitting remotely from anywhere in the US!
Key Responsibilities:
- Partner closely with the SPM and Researchers to develop pricing models and screeners for convertibles, options, currencies, and rates products
- Develop front-end analytical tools to be used daily by senior researchers and traders
- Conduct further improvements to the in-house C++ libraries and Python databases
Key Qualifications:
- High level of fluency in both Python and C++. SQL knowledge is a plus.
- 5+ years of industry experience working in a quantitative development of quantitative analyst capacity directly supporting a trading desk or PM
- Ph.D. or Master's Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Strong knowledge of convertibles, currencies, options, and rates products
- Excellent communication skills to be able to express understanding of tools and databases to researchers and traders
