C++ / Python Quantities Developer

  •  

New York, NY

Industry: Staffing & Recruiting

  •  

5 - 7 years

Posted 388 days ago

  by    Radhika Arora

Our client is seeking a C++/Python Quantities Developer to join the Global Fixed Income Quantitative Development team. This team is responsible for the development of the Global Fixed Income Pricing, Trading and Risk system and the integration of models/analytics, market data, scenarios and trades / positions into the system.

Responsibilities:

  • Asist in the development of real time trading and risk management systems for proprietary trading in global fixed income
  • PortfolioRisk and Stress scenarios for rates trading
  • Development of global market monitoring and trading tools in liquid fixed income
  • Historical and model based analysis and ranking of trade ideas in liquid fixed income

Required Skills

  • 6+ years’ experience in programming and problem solving in C++ for Windows and Linux
  • 6+ years scriptingexperience in Python is ideal but Perl, Ruby, Small Talk are also acceptable
  • Experience working in a Windows and Linux development environments
  • Must have a Bachelor’s in CS or CE from a top tier school
  • Outstanding analysis and problem solving skills
  • Specific Fixed Income and FX domain knowledge
  • Product knowledge of: Govt Bonds, Bond Futures and Options, Inflation Linked Bonds, Interest Rate Swaps, Deposit Futures and Options, Basis Swaps, Swaptions, OIS Swaps, Caps/Floors, FX Derivatives