Location: United Kingdom (London, City of) Type: Permanent
Equity Flow Vol Desk Strat Role – Assoc/VP level
Sitting within the Flow Vol Equities Strategies team, this involves closely working with the Flow Vol Trading desk, where you will focus on the following themes:
Automated pricing and workflows: pro-actively automate manual workflows and improve existing processes with particular focus on pricing automation, and business metrics.
Modelling and prediction of pricing inputs (dividend, funding spread and volatility), design of workflow and automation tools to mark these inputs.
Systematic and quantitative analysis of risk and flow of the franchise, driving business decision and the design of the platform.
On-exchange algorithmic trading: design and optimization of derivatives market taking and market making trading algorithms.
Excellent academic record (in a relevant quantitative field e.g. Engineering, Physics, Mathematics or Computer Science). • Strong analytical and programming skills. • 3-7 years of experience in financial markets, preferably as a quantitative analyst. • Previous experience in a sales and trading desk environment, and relevant work experience in derivatives. • Strong written and verbal communication skills. • Ability to self- motivate, multi task and work independently.