We are currently partnered with a leading global hedge fund who are looking to hire a Quant Dev who has experience in the Credit space and can be based out of their New York or London office.
This is a fantastic opportunity to work with some of the best PMs in the Credit space and contribute to a small, collaborative trading team with a focus on convertible arbitrage.
Responsibilities:
- Develop and maintain the Fixed Income, Credit, Convertible Arbitrage analytics library and trading infrastructure made up of vendor and internally developed platforms.
- Design a robust holistic process for scheduling and monitoring resources across the platform that integrates with existing proprietary applications.
- Work closely with business users and platform developers to capture requirements and handle onboarding and integration of vendor models and datasets.
Requirements:
- Proven work experience as a developer (8+ years) within an investment bank or hedge fund.
- Good understanding of basic derivatives models and vanilla options. Knowledge of Credit products is desirable.
- Exceptional software development skills – Python, C++, C#, Java, etc.
- Good knowledge of relational database and SQL.
For full details on the position, please apply below or reach out directly to robert@paragonalpha.com
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