Responsibilities: Devise strategies to capitalize on inefficiencies in fixed-income markets; Develop, maintain, and test algorithms used by financial traders; Execute trades and quantitative modeling, while researching and developing analytical tools to address portfolio construction issues, mathematical performance measurement, attribution, profit and loss measurement, and pricing models; Develop code to facilitate research conducted by financial traders; Analyze investment and trading strategies in the financial markets to develop Gelber’s proprietary fin-tech products; Conduct quantitative and mathematical analysis of individual investments and collections of investments while identifying economic and investment risk levels; Evaluate the overall performance of separate portfolios utilizing proprietary evaluation technology tools and resources in development by Gelber to identify futures trading positions, viability, rates of return, and acceptability of trading positions.
Educ./experience: Bachelor’s degree or foreign education equivalent in Economics, Mathematical Economic Analysis, Applied Mathematics, or a related field plus one (1) year of post-baccalaureate experience as a Trader using fixed income instruments. Experience must include researching and trading fixed-income instruments, Python, and Bloomberg Terminal. Must have passed the Securities Industry Essentials (SIE) Exam and Series 7 (General Securities Representative) Exam. If you are based in California, we encourage you to read the Gelber Privacy Notice for California Employees and Applicants, linkedhere.
