Job Description

Key Responsibilities:

- Design, implement and maintain market making algorithms and automated-response systems for traded fixed income products.

- Analyze performance of the model with actual market-making operation and issue recommendations for model improvements

- Data analysis on large data sets and backtesting

- Work independently and generate ideas for improving the existing algos as well as participate in building new ones

- Understand a large complex code base and make frequent improvements to it

- Debug/improve performance of existing code

- Build tools to help monitor and improve the different strategies

- Interact with technology/traders/quantitative analysts

Experience:

Proven success in solving practical problems (ideally in finance) using statistical and machine learning techniques

Experience in quant trading/algo trading/automated market making in any asset class is preferred

Familiarity with spread products (credit, munis, mortgage).

Skills:

Experience working with kdb+/q is essential

Strong programming skills in C++ and Python

Knowledge of statistics and machine learning. Ability to work with large data-sets.

Qualification:

M.S. or Ph.D. in financial engineering, computer science, statistics, engineering or related fields.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.