Fixed Income Quant Analyst
|Job Title:||Fixed Income Quant Analyst|
|Contact Name:||Ivy Wang|
|Job Published:||April 10, 2020 17:16|
Work with senior quant to develop, maintain and support the Fixed Income java analytics libraries. Improving the engineering standards and performance of the library code.
Add support for new products and market conventions. Investigate pricing and risk issues.
Work closely with software development team on integration of the libraries into the firm's portfolio management systems. Supporting agile, test-driven development and continuous integration.
Develop indices and systematic strategies linked to rates and other fixed-income instruments. Provide back-testing of systematic strategies and portfolios of strategies.
Experience and Qualifications Required
M.S./Ph.D. in a quantitative discipline (e.g. math, physics, CS or engineering)
Solid background in stochastics, probability, numerical analysis
Strong programming skills, experience with Python, Java or C++
Knowledge of main instruments in rates and credit
Ability to work in a team environment, adapt and learn quickly
Ability and willingness to generate ideas and develop innovative solutions
Highly organized and able to convey messages clearly and concisely
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