Quantitative Developer (Interest Rates/Credits)

Job Description

The quant position is to play a key role in the e-trading team of fixed-income businesses. The job focuses on trading algo development and enhancement; client trading behavior analysis; and other business-related analysis. The role works closely with traders and system developers. Required and desired skills and experiences are below. Analytical Skill Commonly used math and statistical data analysis in the financial industry Machine learning/AI is not required, but a plus Technical Skill Programming language: Python Database and KDB, Excel Other programming language skill is a plus, such as C++ Business Knowledge Fixed-income products, particular rates products, and corporate bonds Interest rate curve methodologies and the concept of curve risk Relative value analysis Others Self-motivation is important Concise communication is important Goal-driven and creative thinking are important Hectic sell-side front office experience is a plus Algo trading experience, either in market making or other profit-seeking strategies, is a plus