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This firm utilizes systematic strategies across various highly liquid asset classes, such as futures, credit, equities, and foreign exchange. Their primary focus involves thorough research into diverse market anomalies, leveraging extensive access to publicly available data sources.
Role
Quantitative Developer for a new team focused on systematic corporate bond and credit derivatives strategies.
Responsibilities
- Develop software systems for research and production processes (such as alpha generation, portfolio construction, and trading)
- Manage the CI/CD pipeline
- Assist in building efficient tools for data organization and visualization, fitting, backtesting, and PnL attribution
Requirements
- 3+ years of experience using C++/Python
- Experience in fixed income pricing systems and credit markets
- Experience handling connections to execution/order management systems is preferred
Education
- BS degree or higher in Computer Science, or related quantitative field