- Company Name
- StreetID
- Job Title
- Quantitative Developer
- Job Description
-
**Job Title:** Quantitative Developer
**Role Summary:**
Design, develop, and maintain quantitative models and risk analytics for rates products, supporting trading, risk management, and portfolio construction. Collaborate with traders, portfolio managers, and technology teams to deliver low‑latency, scalable solutions in a fast‑paced front‑office environment.
**Expectations:**
- Produce accurate, production‑ready pricing and risk models.
- Ensure models are integrated with trading systems and meet performance standards.
- Communicate quantitative insights clearly to both technical and non‑technical stakeholders.
- Deliver timely ad‑hoc analyses, stress tests, and scenario studies.
- Continuously improve risk platforms and analytics libraries.
**Key Responsibilities:**
- Develop and enhance pricing, risk, and relative‑value models for government bonds, swaps, futures, swaptions, and inflation‑linked products.
- Build scalable risk platforms and analytics libraries for intraday and end‑of‑day use.
- Design and implement quantitative trading strategies and risk views with portfolio managers and traders.
- Integrate models into production systems with technology teams, ensuring low latency and robustness.
- Conduct research and prototyping on curve construction, scenario analysis, VaR, PCA, and other advanced risk metrics.
- Create dashboards and visualization tools for portfolio and risk monitoring.
- Perform ad‑hoc analysis, stress testing, and scenario modeling to support investment and hedging decisions.
**Required Skills:**
- Strong programming in Python and at least one of C++ or Java.
- Proficiency with large‑scale data handling (SQL, kdb+/q or equivalent).
- Deep knowledge of fixed‑income and derivatives (yield curves, pricing frameworks, risk factors).
- Ability to translate complex quantitative concepts for diverse audiences.
- Excellent problem‑solving and independent work capability in high‑pressure settings.
- Familiarity with market data sources/APIs (e.g., Bloomberg, Refinitiv) is a plus.
- Experience with machine‑learning applications to fixed‑income or macro strategies is advantageous.
**Required Education & Certifications:**
- Advanced degree (Master’s or PhD) in Quantitative Finance, Mathematics, Computer Science, Physics, Engineering, or a related field.
- Relevant professional experience as a Quant, Strategist, or Risk Developer in rates at a hedge fund, bank, or trading firm.
- No specific certifications required; however, certifications such as CFA or FRM are considered beneficial.