Our client, a top tier organization, is looking to hire a Quantitative Developer with experience in Rates to join their Systematic Market Making team in New York City.You will be working closely with the rates trading business to design and build models and electronic trading systems that support pricing, algorithmic execution, and automated risk management for the rates trading desk. This is a highly technical and hands-on role focused on developing production-grade systems that are low-latency, high-availability, and tightly integrated with the trade and order lifecycle.
Requirements: - Strong experience building production trading systems, especially in low-latency and high-availability environments
- Excellent development skills in Java
- Strong understanding of rates instruments and their dynamics in electronic trading environments
- Experience working in an Algorithmic trading team at a top-tier hedge fund or Tier 1 Investment Bank
- Hands-on mindset with a passion for building robust trading infrastructure
For any questions, feel free to reach out to me at ljm@barclaysimpson.com
