Quantitative Developer

Alexander Chapman; New York (NY); On-site; USD 115,000 - 600,000; Full time

Job summary

An innovative firm seeks a Quantitative Developer to join their front-office electronic trading team. This role involves building and optimizing low-latency trading systems and models across Fixed Income, Credit, and Rates markets. You will work closely with traders and technologists, designing algorithmic trading platforms and utilizing Python and kdb+ for data analysis. If you have a strong background in Java and quantitative analysis, this is an exciting opportunity to drive innovation in real-time pricing and execution within a dynamic financial environment.

Qualifications

• Strong core Java development skills with experience in trading systems.
• Quantitative degree in Math, Computer Science, or Engineering required.

Responsibilities

• Design and enhance Java-based algorithmic trading platforms.
• Collaborate with traders and quants on pricing models.

Skills

Java Development

Multi-threading

Spring Framework

Guice Framework

Quantitative Analysis

Python

kdb+

Education

Master’s or PhD in STEM

Job description

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Recruitment Consultant at Alexander Chapman

I'm working with a global investment bank to hire a Quantitative Developer for their front-office electronic trading team. This role is focused on building and optimizing low-latency trading systems and models within Fixed Income, Credit, and Rates markets. You’ll collaborate closely with traders, quants, and technologists to drive innovation in real-time pricing and execution.

In this role, you will design and enhance Java-based algorithmic trading platforms, working on pricing models and market-making strategies for products like corporate bonds and ETFs. You’ll contribute to the full trading lifecycle—from signal generation and RFQ quoting to performance tuning and risk modeling. You’ll also use Python and kdb+ for prototyping and analyzing large datasets to support data-driven decision-making.

Requirements:

• Strong core Java development skills, including multi-threading and frameworks such as Spring or Guice
• Experience working with trading systems in Fixed Income, Credit, or Rates markets
• Background in financial markets with hands-on experience in pricing, execution, or risk technology
• Quantitative degree (Master’s or PhD) in a STEM discipline such as Math, Computer Science, or Engineering

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Engineering, Finance, and Information Technology

• Industries

  Financial Services, Investment Banking, and Investment Management

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