Systematic Quantitative Analyst
Core
Build algorithms for live pricing, trade execution, and automated quantitative strategies for fixed-income instruments (bonds, swaps, futures, FRAs) to serve trading professionals and clients.
Role type
Director-level systematic quantitative analyst (fixed income)
Builds
Automated pricing and execution algorithms, quantitative strategies, risk-hedging models, and quantitative analytics libraries for the trading business.
Domain
Fixed-income trading and mathematical finance
Deliverable
production ML models | product features | infrastructure
Required skills
Monte Carlo Methods, partial differential equation solvers, hardware acceleration, advanced calculus, object-oriented software design, Python, C++, C#, .NET, Java, kdb, SQL, statistical and machine-learning predictors, yield curve construction, algorithmic market making, market microstructure analysis
Preferred skills
null
Technologies
C++, C#, .NET, Java, Python, kdb, SQL
Responsibilities
Build and configure yield curves to price fixed-income instruments; Calibrate and assess statistical and machine-learning predictors; Develop quantitative analytics libraries for pricing and risk management; Maintain infrastructure for pricing, hedging, and prediction algorithms; Create success metrics and reports for model performance monitoring; Collaborate with traders and structurers on algorithmic pricing and trading needs.
Seniority
Director, hands-on IC with strategy & mentorship