London Electronic Rates Desk Strategist recruitment
Position Description
• Analyze market data and trading inquiry data to identify actionable patterns
• Design advanced cross-product electronic order-working strategies
• Develop strategies for efficient risk and inventory management in automated market-making systems
• Identify, quantify, and correct competitive deficiencies in market-making capabilities
• Collaborate with traders to develop strategies to capitalize on new trading opportunities
• Monitoring and analyze the effectiveness of current valuation and risk models and drive new developments as required.
Skills Required
• Qualitative Requirements:
o Analytical skills and commercial focus
o Comfort in a high-pressure dynamic environment
o Ability to communicate and function within a diverse team
• Quantitative Requirements
o Probability and statistical data analysis; data-mining algorithms
o Linear Algebra and Optimization
o Control systems design, filtering, estimation
• Technical Skills
o Command of modern OO programming language: Java, C++ or similar
o Command of time-series analysis: KDB+/Q or similar
o Experience with general data analysis environments: Excel, Matlab, R, or similar
• Market and Product Experience (desirable):
o EU Government and Agency Bond Products and Markets
o IRS Products and Markets
o Bond and IR Futures Products and Markets
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