Fixed Income Division - Associate/Vice President, US Rates Desk Quant Strategist (Hong Kong/Tokyo)
Core
Develop, implement, and maintain front-office quantitative models for USD flow rates trading (pricing, yield curves, risk, position management) during Asian market hours.
Role type
Senior IC quantitative strategist (fixed income)
Builds
Quantitative models and automated monitoring systems for USD rates trading
Domain
Fixed income / USD rates / Financial engineering
Deliverable
production ML models
Required skills
Python, financial engineering, yield curve modelling, risk analytics, market microstructure, time-series data analysis, back-testing
Preferred skills
KDB/Q, C++, Scala, USD rates trading experience
Technologies
Python, KDB/Q, C++, Scala
Responsibilities
Own the development, implementation, maintenance, and enhancement of front-office quantitative models; Partner with traders to identify pricing dislocations and develop/back-test strategies; Leverage market data to analyze liquidity and develop automated monitoring; Collaborate with global quantitative strategy, technology, and risk control teams.
Seniority
Senior, hands-on IC