Software engineer
- Location
- San Francisco
- Type
- Full time
- Compensation
- $150k-$200k
- Posted
- 2 days ago
Join a team building useful software. Work closely with engineering and design to turn new ideas into products.
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The EM Rates Quantitative Trading team in Sao Paulo is a dynamic team responsible for coordinating with the larger team to determine the desk's profitability. This team covers a wide range of responsibilities, including designing, trading, and execution strategies across EM Rates products — Bonds, Interest Rate Swaps (IRS), FX Swaps, and Repo on Government Bonds.
Job Summary
As an Analyst or Associate within Quantitative Trading & Research (QTR) EM Rates Quantitative Trading team, you will work as part of the QTR front-office team on the trading floor in Sao Paulo. Given the dynamic nature of the environment, this role is tailored for an individual who is responsible, independent, and able to work in smooth coordination with the larger team to determine the desk's profitability. You will get a chance to cover a wide range of responsibilities, including designing trading and execution strategies for EM Rates products (Bonds, IRS, FX Swaps, and Repo Government Bonds); researching micro-patterns and trends; building, maintaining, and upgrading applications and tools; and supporting day-to-day operations.
Job Responsibilities
The role requires creating, modifying, and implementing algorithmic orders to execute EM Rates products — Bonds, IRS, FX Swaps, and Repo Government Bonds — on behalf of clients as well as internal manual traders. The candidate will work closely with technology to develop cutting-edge, low-latency infrastructure that meets business needs in a scalable manner, and will intelligently leverage internal and non-public sources of liquidity to optimize electronic price discovery and hedging across these EM Rates instruments.
Additional responsibilities include the daily review, monitoring, and tracking of P&L derived from electronic market making activity, as well as contributing to the design and enhancement of electronic market making trading systems across Bonds, IRS, FX Swaps, and Repo Government Bonds. The candidate will perform statistical analysis of algorithmic order execution for internal use and to drive iterative improvements, and must understand the firm's approach and policies for managing risk in the EM Rates business, along with applicable legal and regulatory rules, and follow those policies consistently.
Required Qualifications, Capabilities, and Skills
Preferred Qualifications, Capabilities, and Skills