Quantitative Research & Development, FI & Rates Electronic Market Making, US Investment Bank, New York or London, $ Attract the best recruitment
Role
Based in either New York or London, you will form part of a leading global electronic market making franchise. Working alongside other quantitative researchers and traders you will focus on the research and development of electronic market making strategies and tools. This is a multi-jurisdiction and cross-asset desk active in most electronic exchanges across the world. Strategically the group is very well placed to enter new markets and increase the volume of transactions from its extensive institutional client base. Specifically, the global head of the business has earmarked the fixed income and rates markets as significant area of growth and opportunity.
Working with experienced quantitative traders you will help to bolster the intellectual tool kit to support this growth in a number of ways:
• Researching new markets and exchanges.
• Quantitative research and C++ implementation of high frequency automated market-making algorithms for fixed income and rates instruments.
• Contributing to the overall research development of the groups “best of class” trading platform.
Profile
• At least 3+ years experience focused on the research and C++ implementation of high frequency EMM algorithms.
• Experience from within the fixed income and or rates markets is desirable but not necessary. More important is experience in the high frequency method as opposed to asset class.
• Strong quantitative academic background – most likely a PhD or MS in a quantitative discipline.
• Team player attitude.