Quantitative Developer - Fixed Income MFT

A global high performing hedge fund that utilizes a diversified portfolio of systematic and quantitative strategies, from high-performance trading platforms in a diverse range of assets is hiring a MFT quantitative developer for the trading systematic arbitrage credit/fixed income team.

Responsibilities:

• Build out of a new systematic fixed income/credit trading platform stat arb mid-frequency.
• Build tools to support the systematic trading of arbitrage products.
• Implement fixed-income trading strategies.
• You will demonstrate your deep work experience dealing with the complexity of arbitrage strategies.
• Work in a small, cross-discipline trading team to build a prototype system that can read in market data from equity, fixed income, and futures trading venues and execute trades in a latency-sensitive manner.

Qualifications

• 5+ years as a software engineer working on fixed income trading systems
• Experience building electronic trading platforms, within fixed income/credit from scratch.
• C++ and python excellent programming skills
• Quantitative knowledge and experience.
• Experience of working in a Fixed Income/credit trading strat development position.
• Ability to deliver on time, manage own priorities, be a self-starter.

Excellent salary and bonus on offer, working for a business with consistent positive returns, a team that is no politics, and employees rewarded on merit you will have substantial autonomy to lead a crucial area that is critical to trading development. Please apply now to learn more.