Interest Rate Swaps e-Trading Quant (VP), London Interest Rate Swaps e-Trading Quant (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 30 Oct 20
£150k Base + Bonus + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 30 Oct 20
£150k Base + Bonus + Benefits
This top-tier Investment Bank is a leading player in the Electronic Trading business. They now seek an e-Trading Quant to work on the automation of pricing and electronic trading of Interest Rate Swaps. You will focus on automated pricing, trading and hedging for Interest Rate Swaps both in the customer (dealer to dealer) and dealer (dealer to client) markets. You will be a highly quantitative, focused on idea generation and data analysis, with good coding skills and strong analytical background including statistics.

Front Office Fixed Income e-Trading, Algos, Python, R, kdb/q, C++ or Java

RESPONSIBILITIES:

  • To take ownership of all aspects of electronic and automatic trading strategy including customer, competitor and market analysis, Algo design and implementation, voice trader partnership
  • Ensuring that the reasoning, thought process and analysis behind all work is well understood and agreed upon
  • Form strong partnerships across the Bank including with engineering and technology, voice trading and the broad quantitative trading community

SKILLS & EXPERIENCE:

  • A track record of delivering automated strategies for bond trading (gained on  Buy or Sell Side!)
  • Experience in Euro government bonds and government bond Futures is with good understanding of the institutional bond market
  • BSc or MSc in  statistics or a related field – OR significant recent industry experience
  • Coding skills with good data analysis using e.g. R, Python, kdb/q, etc.,
  • Algo coding skills desirable (Java or C++)
  • Great communicating skills
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