Financial Engineer » Financial Engineer Automated Fixed Income Strategies

Financial Engineer Automated Fixed Income Strategies

Location: New York or Chicago
$150,000-$450,000

Description:

Our client seeks a financial engineer to lead the development of fixed income trading strategies and the growth of existing trading strategies for its automated trading system. The successful candidate will add to the team of existing of financial engineers. In addition to possessing excellent analytical and technical skills, the successful candidate will be a creative problem solver, a clear communicator, and a strong team player.

  • Play a leadership role in the development and implementation automated trading strategies.
  • Propose trading strategies and algorithm enhancements.
  • Define and implement data collection and data acquisition methods.
  • Conduct analyses to verify and optimize innovations and enhancements to trading models.
  • Write functional requirements documentation for use by software developers.
  • Collaborate closely with software developers in specification process and participate in software testing to ensure successful implementation of functional requirements.
  • Monitor trading performance and devise improvements.

Requirements:

  • Graduate degree in statistics, math, science, or another quantitative discipline; PhD preferred.
  • Experience developing financial models, preferably related to fixed income trading.
  • Experience with high-frequency and/or automated trading is a plus.
  • Ideal candidate will have at least 5 years of financial markets experience.
  • Experience with C++ and SQL; familiar with Linux or UNIX.
  • Highly motivated self-starter.
  • Flexible, able to multi-task and work under pressure

Job Reference #: CJ188

The Hagan-Ricci Group
Phone: (212)-681-6333
http://www.hrg.net