Quantitative Developer

Core Responsibilities

• Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
• Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system.
• Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
• See through the high quality implementation of ideas to full‑scale production trading.

Skills and Experience

• 2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
• Familiarity with STIR products and Corporate Fixed Income products.
• Relevant tertiary qualifications (graduate or postgraduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
• Strong programming skills, Python, Java or C++ preferred.
• Proven success in quantitative modelling and algorithm development.