Quantitative Developer
Core
Develop and refine quantitative models and algorithms for trade cost analysis in fixed income, corporate bonds, and OTC derivatives, focusing on performance and scalability.
Role type
Senior IC quantitative developer (fixed income/OTC derivatives)
Builds
High-performance quantitative models, market data handlers, valuation caches, and system architectures for trade cost analysis
Domain
Financial services (Fixed Income, Corporate Bonds, OTC derivatives)
Deliverable
production ML models | product features
Required skills
Quantitative development, Java, C#/.NET, analytics libraries (QuantLib, FinCad, Numerix), time-series databases (OneTick, KDB, InfluxDB), machine learning algorithms
Preferred skills
Python, machine learning application to financial modeling
Technologies
C#, Java, Python, Quant, ASP.NET, QuantLib, FinCad, Numerix, OneTick, KDB, InfluxDB
Responsibilities
Develop and refine quantitative models and algorithms with emphasis on performance and scalability; Collaborate with internal teams to embed quantitative solutions into broader system architectures; Validate models to ensure correctness and handle edge cases; Maintain market data handlers, data models, and valuation caches; Stay current on industry developments and apply advanced quantitative techniques
Seniority
Senior, hands-on IC