FID - EU Flow Rates Strat
Core
Developing pricing and risk models, systems, and data analytics to support EU flow trading in sovereign/supranational bonds, bond futures, and total return swaps.
Role type
Vice President, Quantitative Research & Development (Flow Strategies)
Builds
Production risk and P&L systems, trading applications, and data analytics tools for Fixed Income trading.
Domain
Fixed Income Trading / Financial Engineering
Deliverable
production ML models | product features | infrastructure
Required skills
Python programming, Scala programming, statistical/econometric analysis, risk implementation, P&L attribution, repo market knowledge, trading application development
Preferred skills
Fixed Income product knowledge, advanced degree in quantitative fields
Technologies
Python, Scala
Responsibilities
Develop and support trading applications in Python; develop and support risk and P&L systems in Scala; collaborate with operations and middle office to improve workflows; analyze repo markets for collateral and funding optimization; identify P&L opportunities with Sales and Trading; consolidate resources with other Strats groups.
Seniority
Vice President, hands-on IC with strategic scope