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VP/Director, Credit eTrading Quant Strat

New York, New York

Job Description:

The Credit e-Trading strats group – part of the FICC Quantitative Strategies group – is seeking a quantitative strategist to join the team in New York. The team is responsible for the research, development and delivery of quantitative methods to inform and enhance the trading decisions of the Credit Flow desk. The role requires a combination of quantitative, business and technical expertise and as such requires close co-operation with our partners in credit trading and technology.


Responsibilities include:

  • Developing, testing and documenting algorithms to price and hedge corporate bonds;
  • Enhancing existing infrastructure and algorithms;
  • Developing and maintaining tools to inform hedging and trading decisions;
  • Liaising regularly with traders to understand their requirements;
  • Analysing potentially large data sets to understand and predict market and client behaviours.

Requirements

  • Academic background at undergraduate or Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
  • Strong programming skills in Java, Python and q/kdb.
  • Experience of designing, building, and managing production systems and knowledge of underlying infrastructures beneficial;
  • Good problem solving skills and pragmatic approach;
  • Good interpersonal skills with the ability to present complex ideas clearly;
  • Previous experience of financial markets, credit electronic trading required.

Job Band:

H4

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The Credit e-Trading strats group – part of the FICC Quantitative Strategies group – is seeking a quantitative strategist to join the team in New York. The team is responsible for the research, development and delivery of quantitative methods to inform and enhance the trading decisions of the Credit Flow desk. The role requires a combination of quantitative, business and technical expertise and as such requires close co-operation with our partners in credit trading and technology.


Responsibilities include:

  • Developing, testing and documenting algorithms to price and hedge corporate bonds;
  • Enhancing existing infrastructure and algorithms;
  • Developing and maintaining tools to inform hedging and trading decisions;
  • Liaising regularly with traders to understand their requirements;
  • Analysing potentially large data sets to understand and predict market and client behaviours.

Requirements

  • Academic background at undergraduate or Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
  • Strong programming skills in Java, Python and q/kdb.
  • Experience of designing, building, and managing production systems and knowledge of underlying infrastructures beneficial;
  • Good problem solving skills and pragmatic approach;
  • Good interpersonal skills with the ability to present complex ideas clearly;
  • Previous experience of financial markets, credit electronic trading required.

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21031018

Band: H4

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Michael Tynan

Referral Bonus:

0

Street Address

Primary Location:
ONE BRYANT PARK, NY, New York, 10036