Quantitative Developer - Fixed Income (Risk)- Global Quant & Systematic Investment Management
Hybrid
Core
Design and implement software solutions to support core risk and PnL systems for a global quantitative and systematic investment manager's Fixed Income trading business.
Role type
Quantitative Developer (Fixed Income Risk)
Builds
Risk analysis and reporting tools for trading business
Domain
Fixed Income (bonds, swaps, futures, options, derivatives) and Quantitative Risk
Deliverable
production ML models
Required skills
Python, Fixed Income products, risk measures, risk systems, databases, APIs, microservices
Preferred skills
Front-office or middle-office risk system experience
Technologies
Python, databases, APIs, microservices
Responsibilities
Design and implement software solutions for risk and PnL systems; build and maintain tools for risk analysis and reporting
Seniority
Mid-Senior, hands-on IC