Quantitative Desk Strategist - Fixed Income - Associate
Overview
Lead quantitative modeling and analytics for complex fixed income products while building real-time risk systems that support daily trading decisions. Own the translation of market risk and derivative pricing needs into practical models and scalable system designs. Collaborate closely with traders and strategists to solve practical trading problems and drive clear communication across technical and non-technical audiences.
What You'll Do9
- 1Develop quantitative models and analytics for pricing risk inventory market impact and trading performance
- 2Build reliable tools and workflows used directly by traders and strategists
- 3Analyze large noisy real-time datasets to identify patterns risks and opportunities
- 4Explain model results assumptions and trade-offs to both technical and non-technical audiences
- 5Partner closely with traders to improve decision-making across bonds futures ETFs and derivatives
- 6Investigate PnL drivers and distinguish repeatable edge from temporary market conditions
- 7Contribute to scalable systems that connect trading decisions across instruments products and regions
- 8Design systems that are reliable fast and intuitive for traders during the trading day
- 9Own the end-to-end development of solutions that address real-time data processing and risk management challenges
Requirements14
- 15+ years building ETL pipelines with Spark and Airflow
- 2Strong coding skills willingness to learn Scala quickly required
- 3Prior Scala or Python experience is a strong plus
- 4Solid foundation in probability statistics numerical methods and data modeling
- 5Ability to communicate complex ideas clearly using data mathematics and practical examples
- 6Curiosity about markets and willingness to learn bonds ETFs futures and derivatives quickly
- 7Comfort having your ideas challenged and challenging others constructively
- 8Strong ownership practical judgment and attention to detail
- 9Genuinely good sense of humor
- 10Nice to Have AI-assisted coding experience
- 11Experience with kdb/q or other high-performance time-series databases
- 12Familiarity with machine learning techniques such as logistic regression random forests clustering or classification models
- 13Prior exposure to fixed income electronic trading market microstructure or risk management
- 14Experience building large-scale transaction-processing or real-time decision systems
Salary Insight
$150 - $200k per year
Location
Required Skills
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