Job Summary
As an Associate in Automated Trading Strategies, you will be primarily focusing on Interest Rate Swap markets. You must be responsible, independent, driven, and able to work in smooth collaboration with the wider team. The environment is fast-paced and challenging. The group is globally distributed so clear written and verbal communication is required. Members of the team are also expected to cover a wide range of responsibilities - spanning trading, quantitative research, and technology—and some on call time will be expected.
Job Responsibilities
- Analyze of data to identify patterns and revenue opportunities
- Conduct back testing and assessing pricing, risk management and execution strategies
- Expand the group’s library of modelling, analytics, and automation tools
- Review trading performance and making data driven decisions
- Maintain and improve trading software systems and tools
- Resolve day-to-day trading issues
Required qualifications, capabilities, and skills
- Degree in computer science, math, physics, engineering, or other quantitative fields
- Relevant full-time experience
- Ability to demonstrate strong programming skills in C++/Java or other object-oriented languages
- Strong knowledge of statistics and machine learning
- Attention to detail, adaptable, driven and collaborative
- Demonstrate interest in markets and systematic trading
Preferred qualifications, capabilities, and skills
- Ability to understand and map data flows across applications and data sources
- Prior experience in Rates markets (cash or swaps)
- Knowledge of order types, L2 market data, and central limit order books
- Experience with KDB+/q