The Head of Rates E Trading at a top investment bank is in the process of building out a robust team and is looking to bring on a Quant Strat. In this role, you will develop algorithmic pricing and hedging strategies for the Rates Electronic Trading desk. The ideal candidate is highly analytical, possesses a deep understanding of the rates markets, and thrives in a fast-paced environment.
Qualifications:
- 5+ years of experience working in US Treasury or Swaps markets, particularly with RFQ and CLOB trading
- A Bachelor's or Master's degree in a quantitative discipline (mathematics, computer science or financial engineering)
- Previous experience in developing market-making and hedging algorithms
- Proficiency in Python, KDB/Q, Java
- Strong data analytics skills using KDB to assess algorithm performance and client monetization
- Experience in building web-based monitoring tools for desk use
Responsibilities:
- Develop and implement electronic market-making and portfolio risk management algorithms
- Create intraday monitoring tools to track algorithm performance
- Conduct client analysis and market microstructure research
- Collaborate with team members to ensure strategies are executed accurately and efficiently
- Stay informed about market and regulatory changes
