eTrading Quantitative Associate or Vice President
Core
Designing, building, testing, and supporting production electronic trading algorithms for FX and Fixed Income markets, including price construction, risk management, and execution models.
Role type
eTrading Quantitative Associate or Vice President
Builds
Electronic trading algorithms, pricing/spreading/risk models, and system parameters for automated trading
Domain
Financial Services / Electronic Trading (FX & Fixed Income)
Deliverable
production ML models
Required skills
Java, C#, C++, Python, statistics, linear algebra, algorithmic trading, SDLC tooling (Maven, GIT, CI)
Preferred skills
FX or FI market experience, independent and collaborative research
Responsibilities
Designing and building algorithms for pricing, quoting, and risk management; performing tactical and strategic analysis; tuning system parameters; supporting live production algorithms; undertaking research on optimal price construction and execution