Quantitative Modern C++ Software Developer - Team Lead

Responsibilities:

• Lead and Manage a Quantitative Development team that is embedded into the firms Fixed Income Quantitative Research and Fixed Income and High Yield Investment teams.
• Work directly on a trading floor leading and managing a team of embedded quantitative analysts supporting the firm's investment process.
• Work with other investment professionals to identify and solve complex fixed-income portfolio risk and analytical problems.
• Build tools and applications mostly in Python, C++, and SQL, that will improve the investment process and improve portfolio performance.

Requirements:

• An advanced degree (MS/PhD) in a Quantitative Field is required.
• 10+ years of fixed-income risk modeling experience
• Proven experience working on fixed income portfolio level risk and analytics.
• Experience working directly with fixed-income risk and analytics models.
• Experience managing, leading, and building fixed income quantitative analysts.
• Experience with full stack fixed income analytic software development
• Advanced Python, C++, and SQL programming skills
• Security-level knowledge of Rates, High Yield, and Structured Fixed Income products

Keywords: Embedded Quant, Fixed Income Analytics, Quantitative Risk, Rates, Structured Products, High Income

Please send resumes to Jim Geiger jeg@analyticrecruiting.com