Quantitative Specialist

Responsibilities

• Research, design, develop, implement, and maintain quantitative models for UST algo trading
• Enhance existing models and contribute to new developments
• Contribute to the development of new alpha signal strategies
• Ensure robustness and scalability of core models
• Maintain and improve backtesting infrastructure
• Ensure consistency, accuracy, and efficiency of simulations
• Contribute to performance analysis and strategy validation
• Work closely with traders to formalize and implement trading ideas
• Provide support on model usage and behavior in production
• Participate in real-time analysis of strategy performance
• Collaborate with technology teams to implement the models into production
• Ensure proper documentation of models, methodologies, and workflows in line with MRM guidelines
• Contribute to knowledge transfer to mitigate concentration risk

Requirements

• Strong quantitative and analytical skills
• Solid understanding of Rates products and derivatives
• Strong programming skills (Proficiency in Python, object-oriented languages)
• Experience in time series analysis and backtesting
• Experience 2+ years as quantitative analysis supporting algo trading
• Strong understanding of US Treasury market structure: on-the-run/off-the-run dynamics, auction cycle, repo, futures basis, and DV01 risk