HRT is seeking a quantitative analyst to join our efforts in developing strategies in interest rate and credit derivatives. Responsibilities of a quantitative analyst will include applying techniques from stochastic calculus to implement models for pricing of interest rate volatility via swaptions, and more generally all fixed income derivatives. We then aim to use such models and other techniques, such as data analysis based on classical statistics and machine learning, to guide trading in fixed income products.
Interest and experience in programming are essential in this role because you will be responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize these ideas. In particular, experience programming in C++ is required, and familiarity with modern language features (C++ 11/14/17) is a plus.
HRT employees enjoy a collegial and non-siloed environment, and you can and will work closely with other researchers and various teams across the firm to develop new ideas and refine existing tools and models.
Annual base salary range of $200,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.