You will be responsible for the build-out of functionality on the new platform, using a combination of Rust and Python. The project includes trade modelling and pricing, risk reporting, scenario analytics tools and market data processing. A proven track record of delivering high-performance software and quantitative analyses is advantageous.
Demonstrable, applied experience in creating and validating pricing and/or risk models
Understanding of Fixed Income products and derivatives
Excellence in applied programming skills ??? Python, Rust, C++ or other major languages