Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products.
Implement real-time pricing engines and historical pricing frameworks using market and trading data.
Develop analytics for historical curve construction, curve evolution, and relative value analysis.
Design, generate, and maintain large-scale derived macro datasets for trading analytics, ensuring consistency, performance, and reusability across workflows.
Build scenario analysis frameworks allowing investment professionals to define shocks and assess pricing and PnL impacts.
Integrate pricing, scenario, and backtesting analytics into research and trading workflows.
Develop scalable data pipelines for historical market data ingestion, normalization, storage, and retrieval.
Collaborate with investment professionals to translate trading ideas into quantitative analytics and tooling.
Contribute to the firm s core analytics libraries and data architecture, with a focus on robustness, performance, and extensibility across asset classes.
Required Skills:
Post-graduate degree in a quantitative discipline from a top-tier university.
12-15+ years of experience in macro quantitative analytics and development at a top-tier bank or fund.
Strong expertise in linear Rates and FX products, including curve construction, pricing, and relative value.
Proven experience building pre-trade analytics, trading pricing tools and research platforms.
Strong understanding of backtesting frameworks, historical analysis, and scenario-based research.
Advanced programming skills in Python and C++.
Solid data engineering and analytics proficiency, including experience with large financial datasets and time-series data.
Proven experience building and persisting derived data at scale, including data modeling, storage, and access patterns for quantitative research and production analytics.
Hands-on experience with cloud-based data and analytics platforms such as AWS, Google Cloud Platform, and/or Azure.
Experience designing and maintaining production-quality data pipelines and analytics services.
Strong communication skills and a demonstrated ability to work closely with investment professionals.