Expanding Fintech Company seeks a C#.NET Developer with some related Quant experience focused on Fixed Income.
Tremendous growth opportunity with a firm that will challenge you and support you, you will be part of a very cohesive, small tight-knit team.
You probably work for a small to mid-sized Hedge Fund or a Vendor such as FINCAD/Numerix, or perhaps a sell-side firm where you work for a small team doing Fixed Income related quant development and are looking for interesting project work with a firm where you can be a remote employee (there is a preference for someone in the NYC area but this is not a requirement).
The position is 70% C#.NET dev work and 30% Fixed Income Quant work.
In summary you will:
- Develop bond execution algorithms across various platforms
- Procure and clean market data to accurately price securities and achieve best execution
- Perform post-execution TCA
- Develop and enhance the analytical models
- Validate models for correctness and edge-cases
- Maintain the technology related to market data handlers, database models, and valuation cache.
- Validating, storing, and maintaining large data sets
Requirements include:
- Experience developing fixed-income trading algorithms, specifically in Corporate Bonds
- Must have worked in a market-making capacity to price corporate bonds and develop strategies for best-execution
- 3+ years of development experience in C#.NET
- 3+ years of experience using analytics libraries
- Knowledge of various execution platforms and procuring market data pricing sources
- You have experience developing fixed-income analytical applications; you have worked on valuation and risk models for swaps and bonds, understand curve bootstrapping, and are familiar with the market data needed for valuation.
- You have worked with various analytics libraries, such as QuantLib, FinCad, Numerix.
- Experience in working with time-series databases like OneTick, KDB, InfluxDB,...
- Understanding of non-vanilla swaps and other OTC derivatives
- Prior experience with TCA in fixed-income
- Experience with Python