Quantitative Strategies
Core
Develop, productionize, and maintain quantitative models, tools, and automated trading strategies for fixed income products.
Role type
Quantitative Strategies Engineer / Developer
Builds
Pricing models, risk calculation tools, automated trading components, and systematic trading strategies
Domain
Fixed Income / Financial Engineering
Deliverable
production ML models
Required skills
Python, object-oriented programming, mathematical modeling, quantitative analysis, problem solving
Preferred skills
Financial industry knowledge, advanced communication skills
Technologies
Python, object-oriented programming languages
Responsibilities
Develop innovative trader tools and integrate new technologies to enhance pricing and risk calculations; Price trades and optimize trading strategies; Design, implement, back-test, deploy, and measure sophisticated automated trading components; Build attribution models and metrics to track business strategy; Verify, stress-test, and document models to meet regulatory standards.