Fixed Income Division – Associate, FXEM STIRT Strat (New York)
Based in United States
Core
Designing and building models and tools to facilitate flow trading in interest rate swaps, FX swaps, cross-currency swaps, and futures.
Role type
Associate quantitative strategist (fixed income derivatives)
Builds
e-Trading platforms, custom mid-pricing models, quoting capabilities, franchise monetization models
Domain
Fixed income derivatives, FX, interest rate swaps
Deliverable
production ML models
Required skills
Python, quantitative modeling, curve building, signal generation, collateral and clearing knowledge
Preferred skills
Scala, q/kdb, Fixed-Income Derivatives expertise
Responsibilities
Build next generation trading tools, collaborate with IT/Risk/Finance/Ops to deliver critical projects, present complex issues verbally and in writing
Seniority
Associate, hands-on IC