VP, Muni Quant Developer
About The Position
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products. Responsibilities of this role include working with the Muni business to research, design and build the trading models and electronic systems for pricing, electronic market making and automatic risk management for the Muni trading desks. This role operates in close co-operation with our partners in Trading and Technology as well as other lines of business across FICC.
Requirements
- Experience in designing and building production trading systems and knowledge of underlying trading infrastructure, with an emphasis on distributed low latency high availability systems, including pricing and risk management, trade & order lifecycle management, algorithmic execution
- Exceptional development skills in Java and Python with experience working on multi-threaded programming and dependency injection frameworks like Google Guice or Spring
- Academic background at undergraduate or, ideally, Masters/PhD level in a quantitative subject (Mathematics, Statistics, Physics, Engineering, Computer Science or other analytical background) or related work experience
- Financial markets experience
- Experience in quantitative modelling and working with large datasets
Responsibilities
- Design, build and maintain quantitative models and electronic trading solutions supporting Municipal bond market making, pricing, execution, inventory management and risk management.
- Develop robust monitoring, alerting and operational tooling to ensure platform reliability and performance.
- Employ comprehensive unit, integration, regression and performance testing strategies.
- Support production incidents, investigate trading system behavior, and drive root-cause analysis and remediation.
- Perform statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches.
- Identify continuous improvements through reviews of ongoing model and algo behavior.
Benefits
- Access to paid time off
- Resources and support to our employees
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What This Job Offers
Job Type
Full-time
Career Level
Manager
