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Associate/VP, Municipal Bond Trading Quantitative Strategist

New York, New York

Job Description:

Associate / Vice President, Municipal Bond Trading Quant Strat

Summary

The Muni 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 municipal bond  trading desk. The role requires a combination of quantitative, business and technical expertise and as such requires close co-operation with our partners in trading and technology.


Responsibilities include:

  • Developing, testing and documenting algorithms to price municipal 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 Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
  • Strong programming skills in Python.
  • Experience of Java or C++ desirable.
  • 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, municipal bond trading preferred, but not a pre-requisite.
  • Excellent communication skills.

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Associate / Vice President, Municipal Bond Trading Quant Strat

Summary

The Muni 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 municipal bond  trading desk. The role requires a combination of quantitative, business and technical expertise and as such requires close co-operation with our partners in trading and technology.


Responsibilities include:

  • Developing, testing and documenting algorithms to price municipal 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 Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background);
  • Strong programming skills in Python.
  • Experience of Java or C++ desirable.
  • 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, municipal bond trading preferred, but not a pre-requisite.
  • Excellent communication skills.

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-22001890

Band: H5

Manages People: No

Travel: Yes, 5% of the time

Manager:

Talent Acquisition Contact:

Michael Tynan

Referral Bonus:

0

Street Address

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