New York, New York
•
Today
Job Description DESCRIPTION: Duties: Design, develop, and optimize software for real-time market-making and pricing of U.S. Treasury instruments on a Linux platform, with deep emphasis on yield curve analytics and automated spread calculations across benchmark points. Implement algorithmic hedging strategies driven by real-time curve exposure and DV01-based analytics, along with sophisticated circuit breakers for D2C e-trading platforms to ensure stable operations. Integrate FIX protocol speci
Full-time
USD 171,100.00 - 215,000.00 per year