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Quantitative Developer, Systematic Credit – Director – NYC
Our client, a top tier organization, is looking to hire a Quantitative Developer with experience in Systematic Credit to join their Systematic Market Making team in New York City.
You will be working closely with the credit trading business to design and build models and electronic trading systems that support pricing, algorithmic execution, and automated risk management for the credit trading desk. This is a highly technical and hands-on role focused on developing production-grade systems that are low-latency, high-availability, and tightly integrated with the trade and order lifecycle.
Requirements:
- Strong experience building production trading systems, especially in low-latency and high-availability environments
- Excellent development skills in Java
- Strong understanding of credit instruments and their behavior in electronic trading environments
- Experience working in an Algorithmic trading team at a Top-Tier hedge fund or Tier 1 Investment Bank
- Hands-on mindset with a passion for building robust trading infrastructure
For any questions, feel free to reach out to me at ljm@barclaysimpson.com
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
