Summary

This full-time VP quantitative analyst role develops automated market-making models and backtesting infrastructure for rates trading. The stated technology stack includes Rust, Python, KDB, Java, C++, and SQL; work arrangement is not specified.

Responsibilities

• Build historical-data backtesting infrastructure for market-making
• Implement rates hedging and bid-offer models
• Develop price predictors and automated pricing models
• Create data-driven trading tools for rates
• Optimize live pricing and backtesting technology
• Coordinate technology migrations from legacy systems