On behalf of one of our Asset Management clients in London we are seeking a highly skilled and motivated Quantitative Developer to join their busy Fixed Income team. You will play a crucial role in developing, implementing, and maintaining quantitative models and trading strategies for their Fixed Income portfolio. You will work closely with the investment and research teams to enhance trading strategies.
1. **Model Development:** Collaborate with portfolio managers and researchers to develop, enhance, and implement quantitative models and trading strategies focused on Fixed Income markets.
2. **Data Analysis:** Analyze and clean financial data, including time series data, yield curves, and other relevant market data, to support modelling efforts.
3. **Algorithm Development:** Design and implement algorithms for trading Fixed Income securities, ensuring efficient execution and risk management.
4. **Risk Management:** Contribute to the development and enhancement of risk models and systems to monitor and manage portfolio risk.
5. **Software Development:** Develop and maintain software infrastructure for trading and data analysis, including data pipelines, simulation tools, and trading execution systems.
6. **Performance Monitoring:** Monitor and evaluate the performance of trading strategies, making necessary adjustments to improve risk-adjusted returns.
7. **Collaboration:** Collaborate closely with traders, portfolio managers, and other quantitative developers to ensure the seamless integration of quantitative strategies into the trading process.
8. **Research:** Stay up-to-date with industry trends, market dynamics, and emerging technologies to identify opportunities for innovation and improvement.
- Bachelor's or advanced degree in a quantitative field such as Mathematics, Statistics, Finance, Computer Science, or a related discipline.
- Proven experience in developing and implementing quantitative models and trading strategies for Fixed Income markets within a hedge fund or asset management firm.
- Knowledge of regulatory and compliance standards related to Fixed Income trading
- Strong programming with Python, and familiarity with relevant libraries and tools (e.g., NumPy, pandas, TensorFlow).
- Knowledge of Fixed Income products, pricing, and market microstructure.
- Proficiency in data analysis, statistical modelling, and machine learning techniques.
- Experience with risk management and portfolio optimization techniques.
- Strong problem-solving skills and attention to detail.
- Excellent communication skills and the ability to work effectively in a collaborative team environment.