Quantitative Analyst, Developer
Salary: $130,000 - $150,000 base
Company Summary: One of the leading hedge funds in the Boston area is looking to expand. They have a flat organizational structure and pride themselves on collaboration. They trade a wide range of securities but are primarily focused on fixed income markets.
- Develop understanding of the firm's analytic library and related processes and applications. These include: database layout; C++ objects that represent market data, financial instruments and pricing models; overnight and intra-day processes which compute various analytics; and reports that present the results of these calculations to Portfolio Managers and other users.
- Work closely with other members of the team and with Trading Floor personnel to develop tools used in the firm's portfolio and risk management processes.
- Participate in daily monitoring of applications and processes which collect, store and monitor structured and unstructured financial market data from internal and external sources used in pricing the fund's portfolio.
- MS in Computational Finance/Financial Mathematics/Financial Engineering
- 1+ years of quantitative finance experience. Familiarity with fixed income products across interest rate, credit, correlation and ABS space
- Solid knowledge of object-oriented concepts and C++; familiarity with Python, C#, SQL, Bloomberg, Postgres or SQL Server databases
- Intellectual curiosity and eagerness to learn
If you have an interest in this role, please contact Blake Bickett.