• CDI, Plein-temps
  • Anson McCade
  • 2018-11-19
  • Londres, Angleterre, Royaume-Uni
  • Highly competitive
  • Plein-temps

Rates Flow Strat – VP level

Overview: Are you interested in solving complex quantitative problems with a real world impact? My client are looking to make an important hire in their Desk Strat team, working with the Emerging Markets Macro Trading business. Their business trades FX and Rates products, Derivatives and Cash instruments.

The role requires capabilities in modeling and statistical analysis, software development, risk and trade analysis, and capital analysis. They are a front office team, working with trading and sales in a dynamic environment. You will work in a team focused on higher volume market making, driving growth in the business, designing models and building tools to holistically trade across voice and electronic channels. 

  • Work with trading desk team to price live transactions and manage risk in the front office
  • Drive the full life-cycle: research / modelling, implementation / testing, live pricing / risk management, support / maintenance
  • Develop novel financial models for market capture, live pricing, hedging strategies and execution costs
  • Develop statistical techniques to conceive, design, analyse, and measure the trading strategies
  • Optimise the deployment of capital and other constrained resources within the business
  • Partner with other engineers to deliver complete trading and risk management platform

• Expert knowledge of financial derivatives, pricing and statistics
• Experience in automatic market making, stochastic control or machine learning
• Strong track record programming
• Advanced degree in related field
• At least 5+ years’ experience