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

Pelham Berkeley Search jobs

Fixed Income Quant Developer (C#)