Hybrid Rates Quant Developer

Posted yesterday

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About the role

  • Rates Quant Developer at a fast-growing global brokerage leveraging technologies in fixed-income derivatives. Responsible for developing pricing models and supporting trading desk analytics.

Responsibilities

  • Develop and maintain interest rates pricing models and analytics
  • Design and implement trade discovery tools for traders and portfolio managers
  • Collaborate with traders, quants, and developers to enhance the trade analytics platform
  • Source and process market and macro data to improve platform coverage and accuracy
  • Continuously enhance pricing libraries and relative value analytics

Requirements

  • A Master’s or PhD in a quantitative field (Mathematics, Engineering, Computer Science, Physics, etc.)
  • Strong understanding of interest rate derivatives and financial markets
  • 3+ years of experience in financial services, preferably in a quantitative development role
  • Expertise in object-oriented programming (Python or C++)
  • Proven experience in pricing library development and quantitative model implementation
  • Strong problem-solving skills and the ability to thrive in fast-paced trading environments
  • Excellent communication skills and the ability to collaborate in a cross-functional team

Benefits

  • Flexible work arrangements

Job title

Rates Quant Developer

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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