Quant Dev/Strat - Systematic Rates Trading (Fintech)

Location: Onsite in New York, NY, United States

Company

A leading global investment banking, securities, and investment management firm.

What you will do

• Design, develop, and optimize systematic trading algorithms and real-time algorithmic hedging systems.
• Conduct rigorous exploratory data analysis on high-frequency market datasets to identify pricing anomalies and refine trading signals.
• Build sophisticated Transaction Cost Analysis (TCA) frameworks to minimize slippage and model market impact.
• Implement mathematical models for portfolio optimization, risk allocation, and real-time risk management.
• Design and maintain high-performance, low-latency trading infrastructure and data pipelines.
• Take end-to-end ownership of the trading stack, from exploratory analysis to production-grade deployment.

Requirements

• Bachelor’s, Master’s, or PhD in Computer Science, Financial Engineering, Mathematics, or a related quantitative field.
• Expert-level proficiency in C++ or Java and Python.
• Strong foundation in data structures, algorithms, systems programming, and multi-threaded application design.
• Deep understanding of the software development lifecycle, including Git, CI/CD, and performance profiling.
• Must be based in New York, NY to work within a fast-paced trading floor environment.

Nice to have

• Strong understanding of Rates products (Treasuries, Swaps, Futures) and yield curve modeling.
• Prior experience as a Quant Developer or Software Engineer at an HFT firm or systematic trading desk.
• Experience with large-scale time-series databases such as KDB+/q or SQL.
• Familiarity with statistical modeling, optimization techniques, and machine learning libraries in Python.