SalaryUSD TBD TBD
SourceTradeweb Markets LLC
Join a team of high-caliber engineers to develop and support quantitative analytics that powers electronic trading of fixed income and derivatives in every stage of the trading work flow, enriches market data, drives risk management, and optimizes billing.This team works in a dynamic environment and collaborates closely with teams both within and outside technology, such as Application, STP, Trading, QA, Support, Market Data, Billing, and all product teams.Job Responsibilities:
- Develop high performance analytics libraries for fixed income and derivatives.
- Build Algorithmic Pricing models for corporate bonds, mortgage backed securities, interest rate and credit derivatives.
- Bachelor s, Master s or PhD degree in Computer Science, Mathematics, Statistics, or equivalent field
- 10+ years professional experience developing infrastructure to support quantitative investing
- Strong OO design skills are required, most likely obtained using C.
- Experience with Distributed Computing, Natural Language Processing, and Machine Learning.
- In depth knowledge and direct experience in building fixed income trading or pricing systems.
- Skilled and experienced in the valuation and pricing of credit bonds, mortgage backed securities, or interest rate derivatives.
- Exceptional quantitative and analytical skills
- Strong written and verbal communications skills
Senior .Net Developer