Description

You will build and maintain quantitative index and benchmark construction models.

Responsibilities

• Support, improve, and build Yield Book’s quantitative index/benchmark construction models and analytics.
• Implement end-to-end production workflows for Bond, Currency, Interest Rate, Commodities, and Digital assets indexes.
• Lead development efforts for index/benchmark models and analytics.
• Manage a team of 5 developers.
• Propose solutions leveraging Generative AI and improve existing implementations on the cloud platform.

Required Skills

• 10+ years of proven track record in quantitative development.
• Strong working knowledge of Java and Python.
• Experience with RDBMS and NoSQL databases.
• Strong quantitative skills in mathematics and numerical analysis.
• Prior experience in model and data integration in large-scale commercial applications.
• Familiarity with the fixed income market is preferred.
• Ability to articulate complex ideas concisely.

Preferred Skills

• Advanced technical degree in Computer Science, Engineering, Statistics, Physics, or Mathematics.
• Experience with analytics such as turnover, volatility, and Sharpe ratio.

Key Skills

Education

Any Graduate