FID, Rates Swaps Algo Strat - VP
Core
Design, develop, and deploy automated trading solutions for USD interest rate swaps spanning pricing, hedging, execution, and risk management.
Role type
VP, US Interest Rate Swaps Algorithmic Trading Strategist
Builds
Automated trading systems and models for USD interest rate swaps
Domain
Fixed Income / Interest Rate Swaps / Quantitative Trading
Deliverable
production ML models
Required skills
Python, quantitative modeling, back-testing, risk management, system deployment
Preferred skills
Java, KDB/q, Unix/Linux environments
Responsibilities
Lead initiatives across the full lifecycle of electronic trading from research to deployment; Partner with bookrunners to identify opportunities and deliver quantitative enhancements; Collaborate with technology teams to develop robust, scalable solutions; Contribute as both a quantitative modeler and hands-on developer
Seniority
VP, hands-on IC with strategic oversight
