Quantitative Developer
quant blueprintChicago, IL
Quantitative Developer
quant blueprintChicago, IL
yesterday
Industries
Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationCustom Computer Programming ServicesAbout the role
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.
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JOB OVERVIEW
Experience level
Senior
Location
Chicago, IL
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
yesterday
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