Rates E-Trading Strat
Core
Develop and enhance Rates curve construction and pricing models, build risk and trading tools, and contribute to electronic and algorithmic trading capabilities for interest-rate swaps, inflation swaps, and government bonds.
Role type
Senior quantitative strategist (rates trading)
Builds
Pricing models, risk tools, electronic trading platforms, and analytics for rates products
Domain
Financial services, Rates markets, Quantitative finance
Deliverable
production ML models
Required skills
Rates product pricing and risk, interest-rate curve construction and modelling, Python, C#, Java, C++, market data analysis, software development lifecycle
Preferred skills
AI-assisted tools, Excel, VBA
Responsibilities
Develop pricing and relative-value metrics, build risk and trading tools, automate trading workflows, partner with traders to translate requirements into technical solutions, maintain documentation and governance
Seniority
Senior, hands-on IC
