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Engineer (C++ AND Python) - Fixed Income

Pure Hong Kong Singapore
Posted 16 hours ago Permanent 180000-250000

Our client is one of the largest buy-side firms globally. Due to business needs, an engineer skilled in Python and C++ with knowledge in fixed income is needed to join their team.

Key skills and experiences:

  • Experience building fixed income libraries in production systems
  • Experience working within front office team and supporting traders in top banks or buy-side firms
  • Knowledge in linear interest rate derivate pricing/risk and curve calibration
  • Strong engineering skills and experience in test-driven development
  • Experience in C++ and Python is a must
  • Strong communication skills with the ability to interact with the trading desk, quants and IT
  • Education in financial or STEM related fields


Nice to have skills and experiences:

  • Familiarity in swap conventions
  • Experience in pnl attribution and portfolio stressing
  • Data manipulation
  • Experience with multi-threading
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