Engineer (C++ and Python) - Fixed Income
5 days ago
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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