The Head of Rates E Trading at a top investment bank is in the process of building out a robust team and is looking to bring on a Quant Strat. In this role, you will develop algorithmic pricing and hedging strategies for the Rates Electronic Trading desk. The ideal candidate is highly analytical, possesses a deep understanding of the rates markets, and thrives in a fast-paced environment.
The Head of Rates E Trading at a top investment bank is in the process of building out a robust team and is looking to bring on a Quant Strat. In this role, you will develop algorithmic pricing and hedging strategies for the Rates Electronic Trading desk. The ideal candidate is highly analytical, possesses a deep understanding of the rates markets, and thrives in a fast-paced environment.
Qualifications:
• 5+ years of experience working in US Treasury or Swaps markets, particularly with RFQ and CLOB trading
• A Bachelor's or Master's degree in a quantitative discipline (mathematics, computer science or financial engineering)
• Previous experience in developing market-making and hedging algorithms
• Proficiency in Python, KDB/Q, Java
• Strong data analytics skills using KDB to assess algorithm performance and client monetization
• Experience in building web-based monitoring tools for desk use
Responsibilities:
• Develop and implement electronic market-making and portfolio risk management algorithms
• Create intraday monitoring tools to track algorithm performance
• Conduct client analysis and market microstructure research
• Collaborate with team members to ensure strategies are executed accurately and efficiently
• Stay informed about market and regulatory changes