We've partnered with a $6BN AUM fixed income Hedge Fund in NYC to help them grow their business. Overall there is a quantitative technical support burden within their funds business right now and as a result they are looking for someone to bridge the gap across the Traders and Technology. Given the daily interaction and support this person will provide to traders they are not only looking for someone with strong quantitative development skills and sound product knowledge but also someone with the will and skill to thrive in a fast-paced collaborative environment. This person needs to be a self-starter, with an entrepreneurial mindset that has the ability to get under the hood of their firmwide modelling suite to solve daily issues flagged by their Fixed Income desk (whether it's a data feedbreak, intraday risk pnl issue etc.). Bring ideas to the table, think critically, thrive in a fast paced/high intensity environment.
Responsibilities:
- Ensuring daily support with Trading in order to help them to solve their daily issues (BOD, EOD, Position, Market Data, P&L, Greeks).
- Building tools for repo trading in order to monitor their P&L, balance sheet and return on balance sheet for all the repo business.
- Building algorithmic tools for trading
Skills Required:
- Must have extensive Java experience
- Excellent communication skills
- Extensive FI experience (specifically in Mortgages or Rates)
