Fixed Income Python Developer

  • 185,000
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 16 Apr 19

This role will be working in the Fixed Income Research Engineering team. Developers are responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and implementation that powers the firm. Development teams are small, motivated, and highly productive. Collaborating side-by-side with researchers and portfolio analysts, you will become intimately familiar with the investment philosophy which drives the firm.

As a software engineer in Fixed Income research you will build or extend our:

  • Proprietary portfolio construction and optimization techniques
  • Intuitive research APIs leveraging cloud computing and cutting-edge visualizations
  • High-performance historical simulation engine
  • Workflow platform using services, messaging, and graph-based dependency awareness 

 

  • Outstanding coding and debugging skills in Python
  • BS/MS/PhD in Computer Science, Mathematics, or related discipline
  • Strong technical background especially in architecture and design
  • Strength in pragmatic design and deploying applications using Linux/Docker/Python
  • Should be able to communicate designs, prioritize and manage others.