Quantitative Analyst - Electronic Trading

Up to £100,000 + Bonus + Benefits
London, United Kingdom
Permanent

Our client is a Global investment bank, who are looking for a Quantitative Analyst to join their electronic Trading team within FICC. They provide electronic risk pricing for clients and the execution and risk management services to the trading desk. The role is to work on enhancing the existing automated, low-latency trading systems and applying experience of high-performance eCommerce price making and trade management to trading systems to generate ideas and implement technical algorithms for hedging, execution and pricing models.

What you will be doing

- Enhancing the existing automated, low-latency trading systems.

- Applying experience of high-performance eCommerce price making and trade management to trading systems and disseminating knowledge throughout the wider eTrading team to achieve system-wide improvements in performance.

- Ideas generation and implementation of technical algorithms for hedging, execution, and pricing models in FI and FX.

- Enhancing automated pricing, risk management, and execution within eTrading.

You will bring

- 5 years+ as a Quantitative Analyst on an eCommerce trading desk.

- Excellent understanding of automated trading in electronic markets, preferably within Fixed Income and / or FX.

- Strong programming skills in quantitative analytics language (s). Knowledge of KDB, Python, and Java highly desirable.

- Strong statistical and mathematical understanding and particularly its applications in electronic financial markets.

- Experience in modelling and analysing large financial tick data sets, including back testing.  

- Experience of working independently and owning specific projects and deliveries.

- Linux skills desirable.