Quantitative Strategies
Core
Develop, productionize, and maintain quantitative models, trading tools, and automated trading strategies for Fixed Income business lines.
Role type
Senior IC Quantitative Strategist (Financial Engineering/Model Development)
Builds
Production ML models | product features | dashboards & analysis
Domain
Fixed Income financial services
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python programming, object-oriented programming, quantitative mathematics, financial modeling, data analysis, back-testing, stress-testing, regulatory modeling, automated trading design, code library management, pricing optimization, risk calculation, attribution modeling, systematic strategy implementation
Preferred skills
Advanced communication in English, problem-solving, market knowledge
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 to identify growth opportunities; Deliver data insights and build attribution models to track business strategy; Verify, stress-test, and document models to ensure regulatory compliance; Design, implement, back-test, and deploy sophisticated automated trading components.
Seniority
Senior, hands-on IC
