Quant Developer/Analyst recruitment
A leading global investment bank in London requires a talented Quant Developer/Analyst to join a successful and growing electronic flow rates market making team. You will be responsible for research and development of various areas of an automated high-frequency platform for EU government bond and IRS pricing and market-making.
Responsibilities:
-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
-Develop strategies for efficient risk and inventory management in automated market-making systems
Market and Product Experience:
-EU Government and Agency Bond Products and Markets
-EUR/GBP IRS Products and Markets
-Bond and IR Futures Products and Markets
Qualitative Requirements:
-Analytical skills and commercial focus
-Comfort in a high-pressure dynamic environment
-Ability to communicate and function within a diverse team
Quantitative Requirements:
-Probability and statistical data analysis; data-mining algorithms
-Linear Algebra and Optimization
-Control systems design, filtering, estimation
Relevant Technical Skills:
-Command of modern programming language concepts and environments: Java, C++ or similar
-Command of time-series data analysis environments: KDB+/Q or similar
-Experience with data analysis environments: Excel, Matlab, R, or similar
Educational Requirements:
- MSc or higher in the physical sciences, computer science, engineering, or applied mathematics