Tech Stack

Description

You will design and develop pre-trade pricing and analytics tools for Rates and FX products, implement real-time pricing engines, and build scenario analysis frameworks that directly impact investment decisions. Working closely with investment professionals, you'll translate trading ideas into quantitative analytics and contribute to the firm's core analytics libraries.

Requirements

• Post-graduate degree in a quantitative discipline from a top-tier university
• 12-15+ years of experience in macro quantitative analytics at a top-tier bank or fund
• Strong expertise in linear Rates and FX products, including curve construction and pricing
• Advanced programming skills in Python and C++
• Hands-on experience with cloud platforms such as AWS, GCP, or Azure

Responsibilities

• Design and develop pre-trade pricing and analytics tools for Rates and FX products
• Implement real-time pricing engines and historical pricing frameworks
• Develop analytics for historical curve construction and relative value analysis
• Build scenario analysis frameworks for pricing and PnL impact assessment
• Develop scalable data pipelines for historical market data ingestion and storage