A great opportunity to join a top firm looking grow their credit algo trading business. Their e-trading effort restarted and they are looking to grow the team.
Credit Algo Quant Role - VP/AVP level
- Design, implement and maintain market making algorithms and automated-response systems for traded fixed income products.
- Analyze performance of the model with actual market-making operation and issue recommendations for model improvements.
- Data analysis on large data sets and backtesting.
- Work independently and generate ideas for improving the existing algos as well as participate in building new ones.
- Understand a large complex code base and make frequent improvements to it.
- Debug/improve performance of existing code.
- Build tools to help monitor and improve the different strategies.
- Interact with technology/traders/quantitative
- Proven success in solving practical problems (ideally in finance) using statistical and machine learning techniques.
- Experience in quant trading/algo trading/automated market making in any asset class is preferred.
- Familiarity with spread products (credit, munis, mortgage).
- Experience working with kdb+/q is essential.
- Strong programming skills in C++ and Python.
- Knowledge of statistics and machine learning. Ability to work with large data-sets.
- S. or Ph.D. in financial engineering, computer science, statistics, engineering or related fields.