Fixed Income Division - Analyst, Municipal Markets (New York)
Core
Quantitative Strategist supporting a municipal bond market-making desk by developing pricing models, analyzing trading strategies, and managing inventory risk.
Role type
Junior quantitative strategist (fixed income)
Builds
Pricing models, risk models, and trading algorithms for municipal bonds and derivatives
Domain
Fixed income / Municipal bonds / Quantitative finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Probability, statistics, numerical methods, mathematical modeling, Python, Linux, Git, pandas, NumPy
Preferred skills
Fixed income, derivatives, bond mathematics, JavaScript, kdb+/q, machine learning, production model deployment
Responsibilities
Research and test quantitative trading strategies; Develop pricing and risk models for municipal bonds and derivatives; Analyze inventory risk, trading activity, and P&L performance; Apply statistics and machine learning to trading and risk-management problems; Help move machine-learning models into production; Organize and maintain quantitative models, research code, and development environments
Seniority
Analyst, entry-level to 3 years experience