Python Quant Developer

Job Description

The position is for a Quant Developer who will be part of our Fixed Income Technology Analyst team, directly supporting the Front Office offering of a leading Financial Services firm.

The work assignments will include playing a lead role in developing our internal tools and libraries for bond pricing and analytics. Will include working with the front office in development of tools and analysis for traders and sales on projects and our development team in integrating within the wider platform.

We are a results-oriented group looking for a self-motivated, detail-oriented person with strong communication skills, strong analytical and problem-solving skills, a good work ethic, and an interest in being part of a team environment supporting a fast-paced and dynamic organization.

Key Responsibilities

• Design, develop, and maintain pricing and risk models for a wide variety of different bond classes
• Development and enhancement of our analytics offering, including library, microservices and core development
• Ensure model accuracy and performance
• Support and enhance existing codebases to increase product coverage and available pricing indicators
• Helping trading desks build tools to better make decisions
• To provide second level support as needed
  
  

The following skills and experience are required for this role:

• 3+ years of experience as a Quantitative Developer or Quant Analyst in a fixed income environment.
• Experience with in house or third party analytic libraries such as Quantlib, Alib, Numerix
• Ability to learn and adapt quickly and excellent problem-solving skills
• Deep understanding of fixed income products and their valuation methodologies.
• Strong analytical, verbal, and written communication skills
• Willing to learn new programming languages and technologies
• Ability to work well with both business managers, traders and developers
  
  

Technical:

• Strong programming skills in Python or Java.
• Experience in creating libraries, restful services.
• Solid grasp of numerical methods, stochastic calculus, and financial mathematics.
• Familiarity with market data feeds, curve construction, and calibration techniques.
  
  

Strong differentiators:

• Experience with Alib or Kalotay
• Experience with Redis, Fast API, Dash, Streamlit, Rust
• Experience with Ion Trading platform
• Exposure to AWS
• Linux (Red Hat Enterprise)
  
  

Business

• Fixed Income Credit & Rates Bond / Repo trading system experience
• Previous experience modelling structured and exotic bonds
  
  

About Us

Jefferies Financial Group Inc. (‘‘Jefferies,’’ ‘‘we,’’ ‘‘us’’ or ‘‘our’’) is a U.S.-headquartered global full service, integrated investment banking and securities firm. Our largest subsidiary, Jefferies LLC, a U.S. broker-dealer, was founded in the U.S. in 1962 and our first international operating subsidiary, Jefferies International Limited, a U.K. broker-dealer, was established in the U.K. in 1986. Our strategy focuses on continuing to build out our investment banking effort, enhancing our capital markets businesses and further developing our Leucadia Asset Management alternative asset management platform. We offer deep sector expertise across a full range of products and services in investment banking, equities, fixed income, asset and wealth management in the Americas, Europe and the Middle East and Asia.

At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.

Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.