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
Senior IC quantitative strategist (algorithmic market making)
Builds
Automated trading systems for USD interest rate swaps
Domain
Fixed income trading / quantitative finance
Deliverable
production ML models
Required skills
Python, KDB/q, statistical modeling, machine learning, system design, quantitative 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 to identify monetizable signals; partner with trading and sales to improve PnL and market share; collaborate with technology teams to develop robust production solutions
Seniority
Associate/Vice President, hands-on IC
