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C++ Developer: Fixed Income, RMBS

Optima Connections

Posted on Feb 14, 2021 by Optima Connections

New York, NY 10001
Immediate Start
$190k - $190k Annual

Search Criteria: Fixed Income Quant Developer, RMBS, RMBS, Indices, indexes, Quant Analyst, Fund Manager, Python, SQL Developer: Fund Management, Portfolio optimisation, Portfolio Management. Bonds, Fund management, Asset Management, Analytics, Attribution, ETF, ETFs.

Leading, medium sized firm who continues to enjoy year-on-year revenue growth are looking to expand their Quant Research and Analytics group as they grow and diversify into new product areas with the focus on New York. A recognised leader in their field they and require a Fixed Income Quant/Quant Dev with solid C++ and a particular focus on MBS/RMBS products (Although they will consider people with just Bonds, ABS etc.). This individual will develop and implement new Index models using solid C++, to Risk assess positions on Fixed Income based portfolios. The role will require excellent maths, and several years of model development, prototyping and back-testing in Fixed Income with specific Index development and/or Portfolio Construction highly preferable, gained in a buy side or sell side environment. Technical skills including Python, Matlab, or SQL are required in order to implement new products and fine tune analytics applications.

The other key aspect of the role will be an entrepreneurial mind and personality as this is not just a back-room research role, it requires commercial market awareness and strong presentation and communication skills. You will be client facing and keen to represent the firm in formal presentations, at conferences and in journals, white papers etc. able to discuss trends within the Fixed Income market place at a variety of levels.

This is an opportunity to join a highly profitable, global financial institution who is still lean and agile enough to genuinely innovate get things done in a reasonable timeframe. You will be working in a high calibre team where you can improve both your business and technical skills and be rewarded with meritocratic progression.

If you are interested in working in an expanding business where you will have a key role in the development of new financial instruments then please apply today.

Reference: 1096375872

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