A top-tier multi-manager fund in NYC is looking for a Mid-Senior Fixed Income Quant Developer to join their platform and assist QRs and PMs.
The QD will be tasked with developing/maintaining core libraries (credit and other fixed income products), develop analytic tools to assist traders during market hours and integrate new datasets to assist in novel strategy development and improvement across multiple macro portfolios.
The ideal candidate should have:
- 5-15 years experience working in a Quantitative Developer function on the buyside or sellside
- Very strong coding capabilities, ideally in Python and/or C++
- SQL or other database languages
- Solid understanding of fixed income derivative instruments, as well as credit models
- Advanced STEM degree, i.e. Computer Science, Physics, Math
- Strong communication skills