Rates Quant Developer | FinTech Brokerage
My client is a fast-growing global brokerage firm that leverages cutting-edge technologies and quantitative methods in the fixed-income derivatives market. They collaborate with some of the world's largest hedge funds and asset managers, providing analytics and execution for relative value, volatility, and macro strategies.
About the Role
As a Rates Quant Developer, you will be integral to the team, responsible for designing, developing, and maintaining sophisticated pricing models, trade screening and optimisation tools, and macro analytics. You will also provide first-line support to the trading desk for derivatives pricing and trade analytics, ensuring trading operations run smoothly and efficiently.
Key Responsibilities
- Develop and Maintain Models: Create and refine interest rates pricing models and analytics to support trading decisions.
- Trade Discovery Tools: Design and implement tools that assist traders and portfolio managers in identifying profitable trades.
- Collaborative Enhancement: Work closely with traders, quants, and developers to continuously improve the trade analytics platform.
- Data Processing: Source and process market and macroeconomic data to enhance platform coverage and accuracy.
- Library Enhancement: Continuously upgrade pricing libraries and relative value analytics to maintain competitive edge.
Requirements
- Educational Background: Master's or PhD in a quantitative field (Mathematics, Engineering, Computer Science, Physics, etc.).
- Technical Expertise: Strong understanding of interest rate derivatives and financial markets.
- Experience: Minimum of 3 years in financial services, preferably in a quantitative development role.
- Programming Skills: Expertise in object-oriented programming (Python)
- Model Development: Proven experience in developing pricing libraries and implementing quantitative models.
- Problem-Solving: Exceptional problem-solving skills and the ability to thrive in fast-paced trading environments.
- Communication: Excellent communication skills and the ability to collaborate effectively in a cross-functional team.
If you're a talented quant developer passionate about building cutting-edge trade analytics solutions, we'd love to hear from you!
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