Quantitative Python Developer

  • Market
  • 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

Primary Responsibilities:

-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

 

 

Education           

            BS/MS, or PHD in in Math or related

Required Background:

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 

Pluses:

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