ABOUT EXODUSPOINT
ExodusPoint Capital, founded in 2017 by Michael Gelband, began managing
investor capital in 2018. The firm employs a global multi-strategy investment
approach, seeking to deliver compelling asymmetric returns by combining
complementary liquid strategies managed by experienced investment
professionals within a robust risk framework. ExodusPoint brings together an
accomplished team with hands-on experience running multi-manager businesses to
create an institutional investment management firm.
JOB DESCRIPTION
We are seeking a Junior Rates Quant to support the design and implementation
of trading technology, quantitative analytics, and curated datasets
underpinning our bond basis and relative-value strategies. The role emphasizes
delivering reusable libraries, production-grade applications, and controlled
environments used by traders across the desk. The successful candidate will
collaborate with portfolio managers and engineering partners to build reliable
pricing, risk, and workflow solutions across fixed income and credit products.
Responsibilities:
Develop, maintain, and govern quantitative analytics libraries:
Design and build reusable, efficient Python and C++ components for pricing,
risk, and curve construction.
Implement risk and PnL tooling
Engineer data pipelines and curated datasets
Deliver trader-facing applications and workflows:
Pre-trade analyzers, RV screens, signal backtests, and workflow tools with
clear documentation.
Support Excel/Python tools used in production:
Maintain complex Excel workbooks and Python-based applications; improve
reliability, performance, and usability.
Uphold software engineering standards:
Unit/integration testing, CI/CD pipelines, code reviews, version control,
logging/monitoring, profiling, and automation.
Provide technical support and guidance:
Assist team members with engineering challenges; raise the standard of
Python usage through coaching, architecture guidance, and coding standards.
Qualifications:
Master’s in Computer Science, Engineering, Mathematics, Physics, Financial
Engineering, or a related quantitative discipline; Bachelor’s with strong
relevant experience considered.
0–3 years of experience in quantitative finance, trading technology,
platform engineering, or closely related software roles (internships welcome)
Proven ability to produce clean, tested, maintainable code and work
effectively with real-world market data in production settings
Strong communication skills with a service-oriented, collaborative mindset;
ability to learn new concepts and deliver under tight timelines.
Required Skills:
Programming: Proficiency in Python and at least one compiled language (C++
preferred; Java acceptable) for performance-critical components.
Quantitative methods: Numerical algorithms, interpolation/smoothing,
optimization, linear algebra, probability/statistics, and time-series
analysis.
Data engineering: API integration, pipeline design.
Software engineering: Git, testing frameworks, CI/CD, observability
(logging/monitoring), and performance profiling.
Professional competencies: Clear documentation, requirements gathering,
stakeholder communication, and disciplined operational practices.
Desired Skills:
Fixed-income product knowledge: Government bonds, interest-rate swaps, bond
futures (CTD, conversion factors), repo; OIS discounting; market conventions
(day-counts, calendars).
Experience on buy-side or sell-side rates desks; relevant internships or
open-source contributions in fixed-income tooling.