About this opportunity
Quant Blueprint LLC lists this Quantitative Developer opportunity in chicago, Illinois. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Core 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.
Skills and Experience
2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
Familiarity with STIR products and Corporate Fixed Income products.
Relevant tertiary qualifications (graduate or postgraduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
Strong programming skills, Python, Java or C++ preferred.
Proven success in quantitative modelling and algorithm development.
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Worksite address
chicago, IL, 60290, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.