Engineer (C++ and Python) - Fixed Income

2 days ago


Singapore Pure Hong Kong Full time

Our client is one of the largest buy-side firms globally. Due to business needs, an engineer skilled in Python and C++ with knowledge in fixed income is needed to join their team.

Key skills and experiences:

- Experience building fixed income libraries in production systems
- Experience working within front office team and supporting traders in top banks or buy-side firms
- Knowledge in linear interest rate derivate pricing/risk and curve calibration
- Strong engineering skills and experience in test-driven development
- Experience in C++ and Python is a must
- Strong communication skills with the ability to interact with the trading desk, quants and IT
- Education in financial or STEM related fields

Nice to have skills and experiences:

- Familiarity in swap conventions
- Experience in pnl attribution and portfolio stressing
- Data manipulation
- Experience with multi-threading


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