I am currently working with a PM team at a $20BN AUM Hedge Fund in New York City that is actively looking for a Quantitative Developer to support the team in building out pricing models, infrastructure, and curves for Fixed Income and Interest Rate products.
They are looking for individuals with a deep breath of experience working within Interest Rates products and extensive pricing model and curve development knowledge. This individual will also have to be very hands-on within C++ and Python as to collaborate with other developers and members of the PM group to develop analytical trading tools and further improve their current trading and research infrastructure. If you are looking to make the next step within your career in the Interest Rates/Macro space working alongside a highly technical and competitive PM team, then this is a great opportunity for you!
Key Responsibilities:
- Develop and implement pricing models and interest rate curve construction in C++ for Linear Rates products
- Work alongside other developers and technologists to assist in further improving and maintaining the trading infrastructure fir the team
- Work extensively alongside the PM and researchers to provide daily support and develop trading and analytical tools to be used daily
Key Qualifications:
- 2-5 years of experience working on C++ pricing model development and curve construction for Linear Rates products. Extensive experience within curve construction is a plus.
- Experience working within C++ library development and implementation as well as developing analytical tools in Python to support traders.
- Degree in Mathematics, Computer Science, Engineering, or another quantitative field. Masters or PhD preferred.
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in C++ and Python
