Senior Associate, Quantitative Engineering
Core
Building end-to-end software tools, algorithms, and automation pipelines to support fixed income research and trading processes.
Role type
Senior IC quantitative engineer (fixed income)
Builds
Production models, decision support tools, and automation pipelines for fixed income research and trading.
Domain
Fixed income (credit, interest rates, bonds, CDS, derivatives) and quantitative finance.
Deliverable
production ML models | product features
Required skills
Python (expert), fixed income instruments knowledge, applied mathematical models, CI/CD, data parsing/processing, code ownership, technical project leadership, mentoring.
Preferred skills
Equities asset class experience, open-source contributions, scaling large codebases (10-20+ committers).
Technologies
Python, CI/CD platforms, data providers/platforms, mathematical libraries.
Responsibilities
Develop software development toolkit (source control, CI/CD, testing, deployment); collaborate with Quantitative Research, Risk, Compliance, and Portfolio Management; provide engineering guidance for due diligence and vendor selection; evaluate data sources and build parsers/processors; implement signals, optimizers, and model software; accelerate research process tools; support production models; mentor engineers; review and test code; maintain codebase quality as code owner.
Seniority
Senior, hands-on IC with mentorship responsibilities.