Fixed Income Division – Vice President, SSA Rates Strategist (London)
Core
Develop pricing and risk models, systems, and data analytics to support EU flow trading in sovereign/supranational/agency bonds, bond futures, total return swaps, and bond forwards.
Role type
Senior quantitative strategist (fixed income)
Builds
Risk and P&L systems, trading applications, and data analytics for SSA products
Domain
Fixed Income / Financial Services
Deliverable
production ML models
Required skills
Python, Scala, statistical/econometric analysis, risk and P&L implementation, trading application development, repo market knowledge
Preferred skills
Fixed Income products knowledge (SSA Rates), advanced degree in quantitative fields
Technologies
Python, Scala
Responsibilities
Active development and production support of trading applications in a Python-based data analytics library; Active development and production support of a Scala-based risk and P&L system; Close collaboration with operations, middle office, and IT teams to improve existing workflows; Acquisition of in-depth knowledge of repo markets to improve collateral allocation and funding; Establishment of a close relationship with Sales and Trading to identify P&L opportunities; Close collaboration with other Strats groups to consolidate resources and push for strategic business solutions.