FID - Client Financing Strategist London
Core
Developing pricing and risk models, implementing electronic trading algos, and building data analytics to support client financing trading in repo, bills, total return swaps, and bond forwards.
Role type
Senior IC quantitative strategist (fixed income)
Builds
GenAI-powered strats and trading workflows, Python-based data analytics libraries, Scala-based risk and P&L systems
Domain
Fixed Income / Financial Markets
Deliverable
production ML models
Required skills
GenAI tools, Python, Scala, statistical/econometric analysis, risk and P&L implementation, trading application development
Preferred skills
Fixed Income products knowledge
Technologies
Python, Scala, GenAI
Responsibilities
Active improvement of GenAI-powered strats and trading workflow; Active development and production support of trading applications in a Python-based data analytics library; Active development and production support in Scala-based risk and P&L system; Close collaboration with operations, middle office, IT teams to improve workflows; Acquisition of in-depth knowledge of repo markets; Establishment of relationships with Sales and Trading to identify PnL opportunities
Seniority
Vice President, Senior IC