Quantitative developer who will join the research team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products.

Role/Responsibilities:

Developing re-usable and performant C libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading

Integrating the analytics libraries into the wider python research infrastructure to allow trading teams across the fund to use it in their research and trading processes

Working with services to source market data to fuel real time and historical analytics

Reconciliation of calculations against benchmark sources

Requirements:

• Professional software engineering experience in a collaborative environment
• Bachelor’s degree or higher in computer science or other quantitative discipline
• Understanding of object oriented programming, design patterns, and data structures
• Experience with software delivery lifecycle and writing production-quality code
• Familiarity with instrument pricing and risk software patterns
• Fluency in C
• Familiarity in Python
• Experience in Rates and/or Credit products (e.g., bonds and swaps)
• Reasonable quantitative and statistical skills
• Team player with strong pride of ownership
• Detail oriented and quick learner in a fast-paced environment
• Commitment to the highest ethical standards