Quantitative Developer

Position OverviewWe are seeking a skilled Quantitative Developer to join our trading technology team. This role combines quantitative analysis, software development, and financial markets expertise to build and maintain systems that support our trading strategies, risk management, and portfolio optimization efforts. The ideal candidate will have strong programming skills, deep understanding of Fixed income markets, and experience with quantitative modeling techniques.Key ResponsibilitiesDevelopment & ImplementationDesign, develop, and maintain high-performance trading systems and quantitative modelsBuild automated trading platforms, execution algorithms, and order management systemsImplement pricing models, risk metrics, and portfolio optimization toolsQuantitative AnalysisCollaborate with quantitative researchers to translate mathematical models into production codeImplement statistical models, machine learning algorithms, and econometric techniquesBuild and maintain derivatives pricing engines and volatility modelsDevelop risk management tools including VaR, stress testing, and scenario analysisCreate performance attribution and portfolio analytics systemsIntegration & CollaborationIntegrate with external data vendors (Bloomberg, Reuters, exchanges)Work closely with traders, portfolio managers, and quantitative researchersCollaborate with infrastructure teams on deployment and production supportParticipate in code reviews, testing, and documentation processesSupport trading desk operations and troubleshoot production issuesRequired QualificationsTechnical SkillsProgramming Languages: Strong proficiency in Quantlib and Python, with experience with R, MATLAB, or similarFinancial Libraries: Experience with QuantLib, NumPy, Pandas, SciPy, or similar quantitative librariesMarket Data: Knowledge of financial data formats (FIX protocol, market data feeds)Version Control: Git, SVN, or similar version control systemsFinancial KnowledgeStrong understanding of financial instruments (fixed income)Knowledge of options pricing models (Black-Scholes, binomial trees, Monte Carlo methods)Understanding of risk metrics (Greeks, VaR, expected shortfall)