Fixed Income Division - Vice President, eRates Strat (EGB Signal Gen) (London)
Core
Designing and implementing electronic trading algorithms for government bonds and interest rate swaps, including developing statistical and machine learning models for alpha signal research, pricing, hedging, and risk management.
Role type
Senior quantitative strategist (fixed income/electronic trading)
Builds
Electronic trading algorithms, statistical/ML models for alpha signals, pricing, and hedging tools
Domain
Fixed income financial markets (government bonds, interest rate swaps)
Deliverable
production ML models
Required skills
Probability, statistics, data analysis, Python, quantitative research (alpha signal research), fixed income instruments knowledge, government bonds, interest rate swaps
Preferred skills
q/kdb+, Java, relevant academic research experience
Technologies
Python, q, kdb+, Java
Responsibilities
Develop statistical and machine learning models for alpha signal research, pricing, hedging, and risk management; Build tools for performance tracking and monitoring of algorithms and models; Translate trading ideas and business requirements into quantitative problems; Collaborate with technology teams for production delivery
Seniority
Senior, hands-on IC