Quantitative Fixed-Income Developer | AWS & Risk Analytics

Global Atlantic; New York (NY); On-site; USD 125,000 - 140,000; Full time

Benefits offered by this job

Annual cash bonuses

401(k) immediate vesting

Company match on contributions

Job summary

A financial services provider in New York is seeking a Quantitative Developer to enhance risk systems focused on fixed income portfolios. The ideal candidate has a BS/MS degree in Computer Science or Financial Engineering and 2-3 years of experience in quantitative development. This role offers a salary range of $125,000 — $140,000, with various benefits including cash bonuses and retirement matches.

Qualifications

• 2-3 years of experience in a quantitative development role.
• Experience with risk metrics for fixed income instruments.
• Familiarity with corporate bonds, CMBS, RMBS, and other structured credit.

Responsibilities

• Enhance and improve the calculation of risk metrics on fixed income portfolios.
• Support portfolio and asset management team with daily changes in portfolio duration.
• Take ideas through research, coding, testing, and to production.

Skills

Python programming

Data analysis

Problem-solving skills

Education

BS/MS in Computer Science/Financial Engineering

Tools

Python data analysis eco-system

Job description

A financial services provider in New York is seeking a Quantitative Developer to enhance risk systems focused on fixed income portfolios. The ideal candidate has a BS/MS degree in Computer Science or Financial Engineering and 2-3 years of experience in quantitative development. This role offers a salary range of $125,000 — $140,000, with various benefits including cash bonuses and retirement matches.