Job Description
Summary:
We are looking for an Engineer with a passion for technology and significant breadth of fixed income product and systems experience to join the Systematic Credit Engineering team. This role is ideally suited to an individual with expert Python coding expertise who is eager to build tools and algorithms to support and enhance the research and trading processes at an early-stage tech-focused firm.
The Role:
You will be responsible for defining and owning end-to-end deliveries including model code and decision support tools to scale the firm, as well as tooling to support and enhance the research process. This will involve using your in-depth knowledge of fixed income instruments and breadth of knowledge of applied mathematical models and libraries to turn productive research insights into reliable and scalable code, as well as building new automation pipelines to automate business processes.
In this varied role, you will also have the great opportunity to collaborate with colleagues across the firm, especially our team of Quantitative Researchers as well as within your team of Quantitative, Systems, and Platform Infrastructure Engineers. Strong stakeholder management skills are essential, as well as an understanding of products across the fixed income asset class (credit, interest rates, bonds, CDS, and related derivatives). Understanding of trade lifecycle, third party system integration, fixed income data, and operational processes will also be highly valued.
Technical Responsibilities:
Developing our software development toolkit, including source code control, CI/CD platform, test infrastructure, packaging, and deployment
Engaging and collaborating with teams outside of Quantitative Engineering, specifically Quantitative Research but also including Risk, Compliance and Portfolio Management
Providing expert guidance for projects and meetings requiring engineering input, for example due diligence, client meetings and vendor selection
Evaluating data sources used in research and build-out parsers and processors for the same
Implementing the signals, optimizers, and other software required by our models
Implementing tools to enable and accelerate the research process
Supporting production models
Mentoring colleagues within the Engineering team
Reviewing and testing code and systems, to the standards defined in the software development process
As a ‘code owner’ on parts of our repository, you will also be expected to maintain the codebase to the highest quality in terms of code reviews and contributions, as defined in the software development process.
Essential Skills and Direct Experience with:
Demonstrable depth of experience with the breadth of fixed income products
Experience at a fast-paced start-up, including open-source contributions, and/or a demonstrated ability to scale a codebase with 10-20+ full-time committers
Desire to work as part of a team and strong communication skills
Expert domain and data knowledge
Experience in leading technical projects
Expert knowledge of Python, including commercial experience on either large or fast-growing codebases
Strong stakeholder management skills and related business analysis
Expert knowledge of data platforms/providers and related technologies
Experience working with mathematical models and libraries
Prior experience mentoring/coaching engineers earlier in their careers
Ability to parse problems and present solutions
Ownership for the code you write.
Desired Skills and Direct Experience with:
Reporting Relationships
Senior Vice President, Principal Quantitative Engineer
There is no set deadline to apply for this job opportunity. Applications will be accepted on an ongoing basis until the search is no longer active.
