Global Banking & Markets
Core
Develop cross-asset market microstructure analytics, pre-trade/real-time/post-trade monitoring infrastructure, and execution algorithms for client trading decisions.
Role type
Senior Quantitative Analyst / Algorithmic Trading Engineer
Builds
Pre-trade, real-time, and post-trade analytics infrastructure and tools for client execution
Domain
Global Banking & Markets (FX, Rates, Futures)
Deliverable
production ML models
Required skills
Python, KDB, SQL, complex technology-system architecture, project management, technical-concept translation
Preferred skills
Java, FX/Rates/Futures market structure knowledge
Technologies
Python, KDB, SQL, Java
Responsibilities
Innovate and maintain cross-asset market microstructure analytics; Develop pre-trade, real-time monitoring, and post-trade analytics infrastructure; Develop and optimize algorithms across front and back end; Conduct execution strategy analysis and present results; Work with Sales and Trading to prepare tailored pitches for clients; Coordinate Quant and Technology development timelines
Seniority
Senior, hands-on IC
