They are ideally looking for a candidate with experience developing and implementing pricing models and strategies for Fixed Income Derivatives with a focus on interest rates and swaptions to be able to support the Fixed Income trading desk. This role will require strong experience in C++ programming and any experience in systematic strategy development is a plus. This is a phenomenal opportunity to be able to work within a very technical, fast-paced, and competitive buyside environment directly supporting a successful trading desk.
- Develop and implement Fixed Income Derivative pricing models in C++
- Assist and collaborate with researchers to develop systematic trading strategies for rates, swaptions, and other Fixed Income Derivatives
- Conduct research and data analysis to be able to generate signals for the researchers and trading desk
- Deep of knowledge of Fixed Income Derivative products. Experience with interest rates, interest rate vol, and swaptions is a plus
- 2+ years of industry experience developing and implementing Fixed Income Derivatives pricing models and trading strategies in C++.
- Ph.D. or Master's Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in C++