| Company | Global Prop Trading Firm |
| Company Info | European Propriety trading firm with a major presence in Chicago. |
| Job Title | Fixed Income Quantitative Strategist |
| Job Short Desc | Join the company's dynamic team as a Fixed Income Quantitative Strategist. Develop trading strategies and pricing models for US Government Bonds, contributing to a growing team that drives trading success. |
| Salary | Variable based on experience |
| Locations | USA - Chicago |
| Visa | Y |
| Job Summary | Seeking Fixed Income Quantitative Strategists to pioneer trading strategies and pricing models for US Government Bonds. Your role involves integrating Bond pricing and risk models with existing strategies, collaborating with developers to design and implement an agile framework for research and production. With 2+ years of quantitative research experience, especially in US Government Bond pricing or Treasury Bond basis, along with familiarity in STIR and Corporate Fixed Income products, you will play a pivotal role in enhancing trading system and contributing to its continuous success. Academic qualifications in mathematics, science, financial engineering, or computer science, combined with strong programming skills in Python, Java, or C++, are essential for this position. |
| Criteria | | Fixed Income pricing expertise | | Strong quantitative research experience | | Proficiency in Python, Java, or C++ |
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| Apply | Apply |