Rates Algo Developer, Associate
$165,000–$200,000 year
On-siteNew York, United States
New York, United StatesOn-siteFull Time$165,000–$200,000 yearEntry LevelSmall
Full TimeEntry LevelSmall
Job Summary
Research and develop strategies for price construction and auto-hedging behavior for Rates instruments. Write production-quality code for pricing and hedging algorithms while monitoring performance intraday to resolve issues as they arise. This work expands and improves the algo trading stack within the Liquid Macro Market Making team, focusing on low-latency design patterns in Java and q/kdb.
Required Qualifications
- Java proficiency (~2–5 years of experience)
- quant experience
- familiarity with the microstructure of electronic markets
- low-latency coding experience
- strong sense of ownership over your work
- Analytical mindset with the ability to propose practical solutions to trading challenges
- Curiosity and ability to explore time series and unstructured data, formulate hypotheses, and validate them rigorously
- Knowledge of Rates pricing and electronic markets
- Strong statistical and mathematical background
- Experience with zero-GC and low-latency design patterns in Java
- Proficiency in q/kdb and Python
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