Algo Rates Quant – AVP / VP
Rates Algo Quant
The candidate will work within the front office Rates eTrading Quant team in order to build the rates electronic trading platform, across bonds, swaps and futures. The candidate will be involved in the full production lifecycle of the real time low latency eTrading front-office algo engines, from research through implementation, testing and deployment. The candidate will carry out extensive research on client flow, quote negotiation algos, market micro-structure, transaction flow analysis, market monitoring, data capture and back testing.
The successful candidate has 2+ years experience working within real time trading systems, developing quantitative pricing models, auto-negotiation and auto-hedging engines, as well as algorithmic trading strategies within a front-office algo quant team. The candidate has strong knowledge of rates products, with experience in market micro-structure, automated execution, quote management, auto-hedging and transaction cost analysis. Strong programming experience in C#, C++ as well as scripting languages (R, Matlab) and experience with tick data stores is required. The candidate has PhD / MSc level education in a quantitative discipline.
The candidate has the following skills set:
· 2+ years front office experience in design and implementation of algos for pricing, low latency market making, auto-hedging, order execution, market monitoring and signal generation
· Strong mathematics and statistics
· Strong C#, Java and C++ programming - KDB would be a plus
· Strong scripting language programming (R, python, Matlab)
· Experience working with tick data databases
· Knowledge of interest rate term structure modelling, fixed income models products and markets
· Experience working with or within quant libraries
· PhD / MSc level education in a quantitative discipline
Desirable but not essential:
· Experience implementing an electronic trading low latency platform for rates products within a front office quant team
To find out more about Huxley Associates, please visit www.huxley.com
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