The Portfolio Management Analytics team seeks a quantitative developer for the fixed income risk systems. This candidate will gain broad exposure to various fixed income products and consistently interact with quantitative professionals and portfolio managers. The system covers both single security valuation and portfolio analytics. In this position you will be involved in implementing or integrating new financial instruments and enhancements of the analytics platform. Using your strong programming skills, C++ and Python, you will be responsible for design, development, testing, and responding to Portfolio Management questions. This is a phenomenal opportunity to grow your product knowledge in fixed income as well as develop your quantitative programming skills. Qualifications • Minimum bachelor degree in core science or engineering. Graduation from a top school is preferred, and computer science degree is helpful as well. • Strong programming skills in C++ as well as Python. This is a 100% hands-on coding job. Any experience in fixed income products, and/or parallel computing is preferred. • 2-3 years of working experience in front office at premier financial firms. Strong attention to details and result driven with high standard. Responsible for the whole development cycle and being a standout colleague interacting across a variety of teams.