Quantitative Developer (Interest Rates/Credits)

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