Quant Researcher - Fixed Income Job at JCW Group, New York, NY

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  • JCW Group
  • New York, NY

Job Description

Our client is looking for Fixed Income quantitative researchers to develop trading strategies and pricing models across the US Interest Rate Curve.

Responsibilities:

  • Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
  • Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system
  • Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
  • See through the high quality implementation of ideas to full-scale production trading.

Experience:

  • 2+ years experience as a quantitative researcher with Fixed Income products.
  • Familiarity with STIR products and Corporate Fixed Income products.
  • Strong programming skills, Python and C++ preferred
  • Proven success in quantitative modelling and algorithm development

Base Salary Ranges from $150,000 - 250,000

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