US Interest Rate Swaps Algo Trading Strategist - Fixed Income - Associate / Vice President
Core
Build, improve, and operate automated trading strategies for USD interest rate swaps using quantitative research and machine learning to influence PnL and execution efficiency.
Role type
Associate/Vice President quantitative strategist (algo trading)
Builds
Automated market-making systems for USD interest rate swaps
Domain
Fixed income trading / Algorithmic market making
Deliverable
production ML models
Required skills
quantitative research, machine learning, statistical modeling, Python programming, KDB/q, system design, data analysis
Preferred skills
Java, automated market-making strategies, rates products (swaps, USTs, bond/rate futures), pricing and risk calculation
Technologies
Python, KDB/q, Java
Responsibilities
Lead full lifecycle of electronic and algorithmic market making from research to live monitoring; analyze market data and trading behavior to identify monetizable opportunities; monitor algo performance and market conditions; partner with trading and sales to improve PnL and execution efficiency; collaborate with technology teams to develop robust, scalable solutions