Quantitative Python Developer
- New York, NY, USA
- Permanent, Full time
- Garrison Associates, LLC
- 08 Feb 19
A Leading Investment Bank in Manhattan is seeking a Full Time, permanent, employee for a 1-3 year Quantitative Developer position in their Front-Office Fixed Income Pricing Group: AN F1/OPT MUST HAVE A MINIMUM OF 2 YEARS REMAINING ON THEIR VISA
A Leading Investment Bank in Manhattan is seeking a Full Time, permanent, employee for a 1-3 year Quantitative Developer position in their Front-Office Fixed Income Pricing Group:
AN F1/OPT MUST HAVE A MINIMUM OF 2 YEARS REMAINING ON THEIR VISA
-Develops, implements, models, and supports the firm’s proprietary, high performance ETF Fixed Income Pricing and Execution platform.
-Maintain and develop a core analytics library (fixed income, swaps, etc) and related testing tools
-Build quantitative data analysis and algorithmic swap pricing models
-Work alongside traders and quantitative analysts to specify and build out real-time trading applications that electronically execute orders across multiple ECNs.
-Drive implementation and design with emphasis on high availability, scalability and reusability
-Work with other Fixed Income front-office team lead to promote framework reusability across all business.
-Team player, ability to work in a team- oriented environment.
-Champion best practice software development life cycle with emphasis in test driven coding methodology
-Balance time to market (client delivery) with proper governance, compliance and audit mandates
BS/MS, or PHD in in Math or related
1+ years of financial engineering
Masters or PHD in Math
Excellent math and data analysis skills
Strong design, coding, modeling, modeling, testing and debugging skills
Skilled and experienced in programming with at least one of the following languages, such as, C++, Python, Matab, or R
Knowledge of market protocol for Bloomberg, TradeWeb, MarketAxess, TMC etc..
Experiences with database(s) and electronic trading system(s) in a development or testing role are highly desirable
Front office trading systems – Fixed Income Pricing and Analytic knowledge
Understanding of Fixed Income Credit BuySide/SellSide market structure
Strong multithreaded programming experience is a must
Experience with ALIB or NAG analytics packages is a plus
Knowledge of ION, Broadway API a plus
Knowledge of eTrading ECNs
Knowledge of KDB/Q a plus