Fixed Income etrading – Quantitative Research

  • Highly competitive market rate
  • London, England, United Kingdom
  • Contract, Full time
  • Anson McCade
  • 18 Dec 17 2017-12-18

My client is a leading European investment bank expanding their etrading presence. This position is based within the trading automation quantitative research team, with a focus on fixed income products. The team sit in the front office, together with quants and traders.

Fixed Income etrading – Quantitative Research
Contract

My client is a leading European investment bank expanding their etrading presence. This position is based within the trading automation quantitative research team, with a focus on fixed income products. The team sit in the front office, together with quants and traders.


The roles involves -

  • Implementing analytics in C# and Java on the live data feed
  • Full life cycle of front office deliveries, from research through to releasing
  • Evolving back testing infrastructure
  • Building HTML5 Visualisations
  • Interacting within big data analysis environments


Successful candidates must have experience with building and applying latency sensitive tools for automated pricing, relative value and market data calibration. With excellent problem solving skills, practical programming experience, and a strong Quantitative background, the ideal candidate is motivated to generate tangible business value by delivering analytics and insights into real time platforms, with extreme stability and performance requirements.

Experience with machine learning and anomaly detection in time series, the Hadoop stack, and electronic trading in the Rates and Fixed Income markets is an additional benefit.


Minimum Requirements

  • A solid quantitative background (Ideally grad level in Quantitative subjects)
  • Practical programming experience in C# or Java and Python or R scripting environment.
  • A strong desire to work in a fast paced environment that demands extensive self-learning with a steep learning curve.
  • Knowledge of fixed income and interest rate markets and products, particularly swaps and bonds (optional)
  • Proficiency in Excel for the development of tactical tools and prototypes (optional)
  • 3+ years experience as a front office quant, preferably within etrading.