Quantitative Strategist (Rates) - Vice President
Core
Develop and implement the strategic Kannon platform to deliver intraday and end-of-day pricing, risk, and P&L information to fixed income trading desks.
Role type
Senior IC quantitative strategist (rates) with software engineering responsibilities
Builds
Strategic analytics platforms (Kannon) for fixed income & currencies
Domain
Fixed income derivatives, interest rate products, and market data
Deliverable
production ML models | product features
Required skills
C++, Python, object-oriented programming, derivatives pricing, relative value models, real-time risk systems, distributed computation, market data implementation
Preferred skills
US Treasury dealer desk experience, interest rate derivatives risk/P&L, front office trading floor experience, UI development
Technologies
C++, Python
Responsibilities
Design and develop analytics for the desk within the Kannon platform, implement market data functionality for IR curves and inflation, partner with Trading/Technology to build strategic platforms, foster team growth
Seniority
Vice President, Senior hands-on IC