Description

You will lead the development and maintenance of quantitative index and benchmark construction models for Bond, Currency, Interest Rate, Commodities, and Digital assets.

This role is on-site.

Responsibilities

• Implement end-to-end production workflows for quantitative index and benchmark analytics.
• Lead development efforts for index models and manage a team of 5 developers.
• Propose and implement solutions leveraging Generative AI to improve cloud platform implementations.
• Support and enhance existing Yield Book quantitative models and data integration.

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.
• Experience with model and data integration in large-scale commercial applications.
• Ability to articulate complex ideas concisely.

Preferred Skills

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

Key Skills

Education

Any Graduate