Quantitative Trading & Research – Rates Quantitative Trader – Analyst or Associate

About the role

Build, deploy, and operate systematic interest rate swaps trading systems, including pricing, risk projection, hedging, execution, research infrastructure, and monitoring. Analyze trading data and develop, backtest, and calibrate models and strategies to improve pricing, hedging, execution, and trading performance. A degree in computer science, mathematics, physics, engineering, or another quantitative field and relevant full-time experience in systematic trading, software engineering, quantitative development, or a comparable technical role are required. Candidates should have strong Java or C++ and Python skills, experience owning software through production operation, knowledge of probability and statistics, and an active interest in markets; Rates market and electronic trading experience are preferred.