Quant developer with strong fixed income, python, analytics for hedge fund

The Astor Group - New York, NY

Full-time - Senior

New York, NY

Repair and Maintenance

About the position

The Quant Developer position is focused on developing and implementing risk solutions for a hedge fund, with a strong emphasis on fixed income analytics. The role requires extensive programming experience, particularly in Python and VBA, and involves working closely with investment staff to deliver effective risk metrics and pricing projects.

Responsibilities

• Develop and implement risk solutions for fixed income instruments.
• Work with investment staff to deliver risk metrics and analytics.
• Conduct pricing projects related to IR Swaps, IR Swaptions, Bonds/Rates, and Futures.
• Utilize Bloomberg data for financial analysis and reporting.
• Collaborate with other IT functions to enhance system capabilities.

Requirements

• 10+ years of programming experience in financial services, preferably in a hedge fund.
• Strong proficiency in Python and VBA.
• Experience with Bloomberg data and analytics.
• In-depth knowledge of fixed income financial instruments, including rates, credit, and mortgages.
• Excellent communication skills and ability to collaborate with investment staff.
• Strong analytic background and data science experience.
• Proven self-starter with initiative to problem solve.