An asset manager is looking for a quantitative analyst/desk quant with experience building tools for identifying liquidity and transaction costs for improving and automating corporate bond trading.
Responsibilities:
- Identify and improve the processes for executing corporate bonds
- Will incorporate data from Trace, Bloomberg LQA and Barclays LCS into a robust execution platform
- Will work on integrating a systematic trading approach to corporate bond trading
- Will work directly on the trading desk to develop and improve the systems and models used for corporate bond trade flow (pre-trade, execution, and post-trade).
Requirements:
- Must have demonstrated hands-on experience working with fixed income trading platforms like: Tradeweb, MarketAxess, ICI
- Must have experience with corporate bond workflows: data, pricing, e-trading platforms, and performance attribution applications
- Must have advanced Python coding skills and experience working with databases using Snowflake
- Must have superior quantitative skills
- Must have superior communication skills, both oral and written
- Must be able to work in a high volume, intense trading room
- Would prefer if you have all or most of these skills and knowledge: corporate bond liquidity, TRACE, Bloomberg Liquidity Assessment (LQA), Barclays Liquidity Cost Scores (LCS)
Keywords: Corporate Bonds, TRACE, Liquidity, TCA, LQA, LCS, Snowflake, Trading Systems
Please send resume to Jim Geiger jeg@analyticrecruiting.com