Fixed Income Trader

Fixed Income Trader – (job location is New York, NY; employer is Walleye Capital LLC) – Build and maintain static and reference data infrastructure for bonds, futures, and swaps, including bond cash flow schedules and futures delivery windows, alongside real-time market data feeds. Generate trading signals on top of the desk's analytics stack and collaborate with the Portfolio Manager to identify research opportunities and expand existing frameworks. Work with the Portfolio Manager to develop carry and rolldown frameworks, wildcard option models, and switch option models. Build Portfolio Manager-facing tools for real-time position and risk tracking, hedging, rolls, trade diagnostics, and scenario analysis. Execute trades in government bonds, futures, and interest rate swaps across G4 markets, and develop quality-of-life tooling to streamline execution and risk management workflows. Partner with internal technology, quantitative analytics, and operations teams to integrate and optimize desk tools and processes. Support expansion of the strategy framework beyond G4 markets and potentially into adjacent RV strategies. Requirements:  Master’s degree (US or foreign equivalent) in Finance, Financial Engineering, Mathematics, or a related field and three (3) years of experience in the position offered or in a related role. All of the required experience must have included experience with: using Python and C++ to develop quantitative investment tools, automate financial analysis, process large financial datasets, and implement research and trading models; conducting investment research by analyzing market data and financial instruments, and identifying investment opportunities and risk factors; performing portfolio and risk analytics to evaluate portfolio exposures, risk sensitivities and scenarios, performance attribution, and drawdowns; applying statistical analysis to financial and market data to identify patterns, correlations, trends, and statistically significant signals relevant to investment decisions; developing and maintaining quantitative models to analyze financial markets, estimate expected returns and risks, and support portfolio construction and investment decision-making; performing pricing and valuation analytics for financial instruments by applying quantitative valuation techniques, market data, and financial models to assess fair value and pricing relationships; analyzing and modeling financial products, including fixed-income securities and derivatives, with an understanding of their pricing, risk characteristics, cash flows, and market dynamics; applying optimization techniques and algorithms to portfolio construction, asset allocation, risk management, investment strategy analysis, and parameter estimation; and developing and enhancing investment research and analytics platforms that integrate financial data, quantitative models, portfolio analytics, and risk management capabilities. Salary: $200,000/year. E-mail résumé to: hr@walleyecapital.com.