Quantitative Developer

Quant Blueprint LLC; Chicago (IL); On-site; USD 85,000 - 110,000; Full time

Job summary

Quant Blueprint LLC is seeking a quantitative researcher based in Chicago, Illinois. The ideal candidate will have over 2 years of experience in pricing US Government Bonds and familiarity with STIR products. Strong programming skills in Python, Java, or C++ are essential.

The role involves integrating new functionalities into our trading system, conducting research to improve trading algorithms, and ensuring high-quality implementation of ideas into production.

Qualifications

• 2+ years experience as a quantitative researcher.
• Strong academic results in quantitative fields.
• Proven success in quantitative modelling and algorithm development.

Responsibilities

• Integrate new Fixed Income specific functionality and risk types.
• Identify improvements for the trading system.
• Research, test, and prototype new algorithmic ideas.

Skills

Quantitative research

Pricing of US Government Bonds

STIR products familiarity

Corporate Fixed Income products

Strong programming skills (Python, Java, C++)

Education

Graduate or postgraduate qualifications in mathematics, science, financial engineering or computer science

Job description

Core Responsibilities

• Understand the current suite of models and algorithms with the aim to integrate new Fixed Income specific functionality and risk types.
• Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve our trading system.
• Rapidly research, test, and prototype new algorithmic ideas, preferably with Python.
• See through the high quality implementation of ideas to full‑scale production trading.

Skills and Experience

• 2+ years experience as a quantitative researcher with specific experience in pricing of US Government Bonds or Treasury Bond basis.
• Familiarity with STIR products and Corporate Fixed Income products.
• Relevant tertiary qualifications (graduate or postgraduate), with strong academic results, preference in mathematics, science, financial engineering or computer science.
• Strong programming skills, Python, Java or C++ preferred.
• Proven success in quantitative modelling and algorithm development.