They are ideally looking for a candidate with deep knowledge of fixed income/rates products to assist in the development of the analytic platform for the FI trading desk, development of tools to be used by the trading desk daily, and for the further back testing and development of trading strategies. This is a phenomenal opportunity for someone within the Fixed Income space to move to a highly-competitive buy side environment in a researcher capacity.
* Development of core analytic and relative value indicators for Fixed Income and Linear Rates products
* Development of tools for analysis and optimization to be used by the trading desk on a daily basis
* Assist with the back testing, research, and development of trading strategies
* In-depth knowledge of Fixed Income products. Primarily focused on Swaptions, caps/floors, rates options, and linear rates products
* 2+ years of industry experience in a Quantitative Development, Quantitative Strategist, or Desk Quant role within the Linear Rates or broader Fixed Income space
* 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++ and Python
If you are interested in this opportunity and would like to discuss about it in further detail, then please send me an email at or feel free to apply below.