Quantitative Developer, Global Banking & Markets, Systematic Market Marking
$150,000–$250,000 year
On-siteNew York City, New York, United States or New York, United States
Job Summary
Design, build, and maintain high-performance, nimble, and adaptive trading strategies for internal and external clients while monitoring daily trading performance to build algorithm customizations based on client needs. Utilize deep understanding of market structure, regulations, and exchange service offerings to implement ongoing changes, and communicate with traders, sales, clients, and compliance officers regarding feature requests and existing feature explanations. Work independently on systematic trading, pricing, and risk management frameworks for global Rates products including government bonds, interest rate swaps, and futures within a collaborative trading floor environment.
Required Qualifications
- Advanced degree in relevant technical field such as Computer Science or Financial Technology
- 5+ years of relevant work experience
- Advanced proficiency in C++
- Experience designing and implementing algorithms for US trading
- Experience in data-driven trading strategy performance analysis and optimizations
- Strong communication skills and the ability to work as part of a team
Desired Qualifications
- Prior experience working as a Quantitative Developer or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm
- Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics
- Experience with building back testing for trading strategies
- Experience with low latency trading strategy development
- Experience supporting clients directly
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