Associate/Vice President - Quantitative Research

- Our client a leading Global Bank is looking for an Associate/VP for their Quantitative Research team covering Securitized Products and Credit Flow products including TBAs, Corporate Bonds and Credit Index products who would develop and maintain models for valuation, risk, P&L calculations and analysis tools for the Global Spread business.

- The responsibilities of the team span from new model specification, going through model approval, implementation of the model in the library, to integration into production systems as well as their day-to-day support.

Key Responsibilities :

- Development, deployment, and support of pre-trade analytics in C++ and Python libraries

- Real-time analytics using an in-house system

- Research, back-testing and reporting frameworks for market-making and quoting strategies.

Requirements :

- Object Oriented Programming (OOP) and software design skills are required, preferably obtained using C++/Python with experience in Reactive Programming

- Experience in designing and building in software libraries.

- Experience in using distributed computing frameworks such as Spark/Hadoop

- Parallel/distributed computing experience a plus.