Job Details

Quantitative Developer for Global Fixed Income - Leading Hedge Fund

Job Info:

Category: Software Engineering
Company Description: Leading investor in major financial markets
Location: New York, NY
Job Number: 9523

Job Description:

Global Fixed Income is one of the major lines of business within our client's flagship multi-strategy hedge funds and deploys capital in the developed interest-rate and currency markets, focusing on liquid products including nominal and inflation-protected government bonds, interest-rate swaps, futures, options, and agency mortgage-backed securities.  Strategies are primarily concentrated in the US, European and Sterling markets, and combine macroeconomic analysis, quantitative modeling, and rigorous portfolio construction to identify and capture opportunities. Each portfolio manager in Global Rates has a disciplined approach to a specific domain, and the team jointly identifies potential investments across these products and regions through a collaborative investment process.

The Role:

Quantitative Developer

The candidate will be part of the Global Fixed Income Quantitative Development team, which is responsible for development of the Global Fixed Income Pricing, Trading and Risk system (Valuation, Risk, PnL Predict, Pnl Explain, Scenario Analysis platform) and the integration of our models/analytics, market data, scenarios and trades / positions into this system

Duties and Responsibilities: 

  • The candidate will be primarily involved with development of real time trading and risk management systems for proprietary trading in global fixed income
  • Additional responsibilities may include: 
    • Portfolio Risk and Stress scenarios for rates trading
    • Development of global market monitoring and trading tools in liquid fixed income
    • Historical and model based analysis & ranking of trade ideas in liquid fixed income

Required Skills 

Technical Skills: 

  • Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
  • Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
  • A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cuts
  • Experience working in a Windows and/or Linux development environments (experience with both is preferred)

Personal/Communication Skills: 

  • Outstanding analysis / problem solving skills
  • Excellent communication and teamwork skills
  • Intellectual curiosity. A strong desire and aptitude to learn and share ideas and knowledge with colleagues
  • Self starter who is comfortable interfacing with a diverse set of people (Traders, Quants, Trading Assistants, etc)
  • Ability to manage multiple tasks in a demanding and changing environment

All qualified candidates are encouraged to apply by submitting their resume as an MS word document including a cover letter with a summary of relevant qualifications, highlighting clearly any special or relevant experience.

Please Note: All inquiries will be treated with the utmost confidentiality. Your resume will not be submitted to any client company without your prior knowledge and consent.

Contact Recruiter
Senior Technical Recruiter
Andiamo Partners | 90 Broad Street, Suite 1501, New York, NY 10004

Share Share this Job