
Quantitative Developer – Rates Systematic Trading; Associate (Mumbai)
- Mumbai, Maharashtra
- Permanent
- Full-time
- Build and maintain tools, UIs and frameworks supporting our systematic risk taking in our Rates trading businesses.
- Build and maintain systematic strategies and performance monitoring and attribution systems.
- Enhance the robustness and integration of the tools and models within the wider Rates trading group.
- Process, clean and analyse large datasets used in the context of alpha research.
- Work closely with traders to learn, understand and improve relevant tools and models.
- Extensive professional experience in software development, with a strong focus on Python
- Experience with data analysis techniques along with relevant data science libraries (numpy, pandas, etc.) and visualization tools (dash, panel)
- Knowledge of database systems (KDB)
- Strong interpersonal and communication skills; ability to collaborate effectively with traders, quantitative researchers and software developers
- Exceptional attention to detail and outstanding work ethic
- Bachelor's or Master's degree in Computer Science, Computer Engineering or a related field
- Knowledge of Fixed Income / Rates
- Experience with high-frequency trading, algorithmic trading or electronic trading
- Proficiency in Java
- Experience working collaboratively on common codebases using git