FICC Quantitative Developer/Engineer, Systematic Market Making

New York, NY



  • As a front-office strat sitting in the Securities Division, you will play an integral role in the dynamic and fast-paced environment of the trading floor. You will be responsible for innovating on critical algorithms, software, and trading models to gain an edge in a competitive business.
  • This role will draw upon your knowledge of programming, mathematics and finance: you will be challenged to deliver solutions quickly and adapt to changing market conditions.
  • Designing and deploying:
  • Automated trading algorithms for the firm and its clients
  • Latency-sensitive computing architectures and electronic trading systems
  • Market microstructure and derivative pricing models
  • Risk management, analysis and trading workflow tools





  • BS/MS or PhD in a computational field – Computer Science, Applied Mathematics, Physics, Engineering
  • Strong programming background in compiled languages (Java, C/C++, etc…)
  • Interest and desire to learn about systematic market making
  • Eager to collaborate in small teams of 2-3 people
  • Experience with scalable and/or latency-sensitive software architecture
  • Quantitative background including an understanding of probability and statistics
  • Experience in scripting languages (Python, Perl, etc…)
  • Prior experience in interest rate products



Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 2/7/2019
Salary Open

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