Quantitative Developer - Systematic Trading, Rates, Associate

About the role

Develop quantitative execution algorithms, trading analytics, and low-latency event-driven systems for Rates markets, translating research models into reliable production solutions. Analyze trading and market data, build simulation and backtesting frameworks, and monitor and improve live algorithm performance in collaboration with researchers, traders, and technologists. A graduate degree in a quantitative discipline and strong foundations in quantitative methods, computer science, and programming in Java or another object-oriented language are required. Candidates should be able to turn quantitative models and market behavior into efficient production systems and communicate effectively; experience with electronic trading, Rates products, low-latency systems, or related tools is preferred.