Fixed Income Division – Associate/Vice President, US Interest Rate Swaps Algo Trading Strategist (New York)
Core
Build, improve, and operate automated trading strategies for USD interest rate swaps using quantitative research and hands-on development.
Role type
Senior IC quantitative strategist (algo trading)
Builds
Automated trading strategies for USD interest rate swaps
Domain
Fixed Income / Interest Rate Swaps / Algorithmic Trading
Deliverable
production ML models
Required skills
Python, KDB/q, quantitative modeling, statistical modeling, machine learning, system design, software development lifecycle
Preferred skills
Java, automated market-making, rates products (swaps, UST, bond/rate futures), pricing and risk calculation
Technologies
Python, KDB/q, Java
Responsibilities
Lead full lifecycle of electronic and algorithmic market making; Build and operate automated trading strategies; Analyze market data to identify signals and enhance live algorithms; Monitor algo performance and market conditions; Partner with trading/sales to improve PnL and execution efficiency; Collaborate with technology teams on robust, scalable solutions
Seniority
Senior, hands-on IC
