Job Description

Junior Quant Developer - Fixed Income / Model Optimization

Background

We are partnering with a Portfolio Manager at a leading investment management firm that is looking to add a Junior Quant Developer to the team. The role focuses on enhancing fixed income models and optimizing infrastructure to improve model development efficiency and ensure the robustness of business-critical applications.

Responsibilities

• Implement business strategies and model enhancements into a production-level C++ model.
• Restructure and modernize legacy code infrastructure (C++) to increase maintainability and adaptability, improving development speed.
• Optimize existing software tools and create new ones to streamline model validation and execution, enabling faster and more accessible result reporting for end-users.
• Contribute to the transition of on-premises environments to the cloud, including data migration, integration of analysis tools, and model platform (e.g., HPC on cloud).
• Convert existing standalone tools (Excel, Windows Form UI) to web-based applications for improved portability and accessibility across machines.
• Perform risk analysis of the existing portfolio and evaluate mark-to-market and go-forward IRR.

Requirements

• Bachelor's degree in a quantitative discipline (e.g., Computer Science, Engineering, Mathematics, Physics).
• Strong scientific programming skills, with a particular focus on C++ (knowledge of Python and SQL is a plus).
• Basic knowledge in Fixed Income and financial models would be advantageous.
• Experience in optimizing code for production environments.
• Ability to work collaboratively with a cross-functional team, including research and development teams.
• Excellent problem-solving skills and attention to detail.

Location: Miami

Compensation: $150-200k TC (Base + Bonus)

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