Quantitative Strategist (Rates) – Associate
Core
Develop quantitative analytics, pricing, risk, and P&L capabilities for Fixed Income trading, specifically focusing on interest rates products, curves, volatility, and derivatives.
Role type
Associate Quantitative Strategist (Rates)
Builds
Scalable quantitative functionality within the strategic Kannon analytics platform
Domain
Fixed Income / Interest Rates / Financial Markets
Deliverable
production ML models
Required skills
C++, Python, Rates products knowledge, Derivatives pricing, Risk management, Numerical methods, Financial modelling, Market data analysis, AI tool usage
Preferred skills
U.S. Rates/Treasury desk support, Electronic trading experience, Real-time pricing systems, Distributed computation, Academic background in Math/CS/Physics/Engineering
Technologies
C++, Python, Kannon analytics platform
Responsibilities
Partner with Trading, Structuring, and Technology to develop quantitative analytics; Develop and enhance Rates market data and analytics; Design and implement pricing, risk, and relative-value analytics; Build scalable quantitative functionality; Analyze trading problems and translate requirements into solutions; Contribute to platform development through collaboration.
Seniority
Associate, hands-on IC
