Part time help for fixed income project
We need part time help coding/analyzing fixed income data. The framework is already written in OpenGamma/Strata to create discount curves and price swaps, but we need to extend the code. The amount of time spent per week can be flexible. Also, the scope of work can be flexible: help us knock out some easy additions or help refactor the whole data pipeline, analysis, and visualization.
Must be familiar with OpenGamma/Strata, Java (of course), R and/or python. Must be informed about vanilla IRS conventions and terminology. Some knowledge of statistics or math is essential. Data visualization experience in Tableau or Shiny or bokeh is appreciated, but not necessary. Bonus points if you are familiar with Esper, Cassandra, Kafka, or zookeeper.
Compensation will be commensurate with experience. All work can be done remotely. Send CV or email highlighting your experience to email@example.com.