Rates Analytics, Automation & Optimization Quant - VP/ED level Rates Analytics, Automation & Optimization Quant -  …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 11 Jun 21
performance related bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 11 Jun 21
performance related bonus
Really interesting opportunity for an experienced flow rates quant/strat with strong experience across Data Analytics, ML and AI.
Rates Analytics, Automation and Optimization Quant - VP/ED level

London or NYC based

This is a mid/senior level (5-10 years' experience) quantitative research, analytics, automation and optimization role within the Rates Quantitative Research team. This role requires research experience in data analytics and quantitative rates trading optimization paired with the deep working knowledge of standard Rates Derivatives pricing and risk management models and applications.

Responsibilities:

  • Develop and maintain models, methodologies and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Rates.
  • Work across Rates Derivatives quantitative modeling and automated trading strategies in establishing the common grounds and approaches in building new models and execution algorithms.
  • Drive analytical improvements in the Rates Central Risk Book efforts.
  • Enrich Rates Derivatives modeling with the latest state-of-the art Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques.
  • Build analytical tools for Rates Sales teams to help optimize business processes.

Requirements:

  • PhD, MSc or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Physics, or Engineering.
  • Excellence in probability theory, numerical analysis and Machine Learning techniques.
  • Knowledge and work experience in Statistical Learning and its applications to Finance.
  • Proven experience in Rates data analytics and quantitative trading automation and optimization.
  • Knowledge and work experience in Rates financial products.
  • Strong software development; Python and C++ skills.
  • Excellent communication skills, both oral and written.
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