Our client are a well-established multi-asset manager fund. We are working with one of their highest performing macro/rates pods. The PM trades fundamental but quant driven strategies and has a strong track record and after another successful year is looking to expand his team.
They are looking for a quantitative developer with expertise in Python, to help construct and develop trading and finance tools across the FX and rates areas. The ideal candidate will have a solid foundation in python programming and be incredibly business driven.
- Develop and enhance trading algorithms and quantitative models for interest rates products using Python.
- Design and implement pricing, risk management, and trading tools to support the Rates trading desk.
- Collaborate with traders and researchers to analyze market data and identify new trading opportunities.
- Optimize and maintain existing codebase for performance, reliability, and scalability.
- Stay current with industry trends and technological advancements to drive innovation within the firm.
- Bachelor's degree or higher in Computer Science, Mathematics, Physics, Engineering, or related field.
- Strong programming skills in Python, with experience in developing quantitative trading strategies or financial models.
- Proficiency in financial mathematics, particularly in interest rates products and derivatives.
- Experience with data analysis libraries such as pandas, numpy, and scipy.
- Familiarity with version control systems (e.g., Git) and Linux/Unix environments.
- Excellent problem-solving skills and ability to work effectively in a fast-paced, collaborative environment.
- Prior experience in a hedge fund or proprietary trading firm is a plus.