Vacancy detail

Electronic Trading Quantitative Developer – VP/Director level

Location: United States Type: Permanent Start date: 10/05/2017

Electronic Trading Quantitative Developer – VP/Director level

NY based

Analytics and technology are seen as central to the Global Markets business, and not as support functions. The group combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming.  The role is part of an initiative to build out the quantitative e-trading capabilities across the Debt Franchise supporting an automated e-book for handling large volumes of small tickets.

Key responsibilities: 

  • Working with the electronic trading quant group and trading desks to build new, and run the existing quoting, hedging and execution algorithms and develop the ability to rapidly react to changing market conditions and optimise the value of the overall franchise.
  • Building algorithms and core infrastructure towards a common cross-asset platform, focusing on Flow Rates and Credit, allowing Quants to develop electronic trading components and strategies.
  • Architecting well-designed, robust and reusable algorithmic components to enable agile prototyping, testing and back-testing of trading strategies.
  • Working with technology to help manage and deploy the platform.

Skills and Qualifications:

  • Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment.
  • Expert programming skills in Java with working knowledge of Linux scripting in an enterprise environment.
  • Previous experience of using databases such as kdb and Q.
  • Proven experience of algorithmic design, software architecture/engineering, profiling and performance optimisation skills.
  • Experience in algorithmic market making, ideally of Flow Rates products.
  • Relevant education such as a Bachelor of Science (BSc)/Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications.
  • The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.

Reference: AMC/JME. To apply for this vacancy: email John Meadowcroft

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