Senior Quantitative Developer (Fixed Income)

Location: New York, USA
Salary: competitive
Job Type: Permanent
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Senior Quantitative Developer (Fixed Income)


  • Building pricing models, quantitative risk management tools and quoting methodologies
  • Focusing interest rate derivatives ranging from vanilla options to callable exotics
  • Building tools used by the trading desk
  • Leveraging proprietary franchise and market data, systematizing market making


  • 3+ in a quantitative role preferably in fixed income
  • Masters or Bachelors in computer science, engineering, applied math, or physics
  • Python and C/C++ or Java
  • Background with interest rate products, applied probability, stochastic calculus, numerical analysis, optimization, algorithms, data structures
  • Experience implementing pricing models and risk analytics into production using Java or C++

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