Credit Algo Quant Role - VP/AVP level

Credit Algo Quant Role - VP/AVP level

London based

Key Responsibilities:

• 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

Requirements:

• 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).

Skills:

• 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.

Qualification:

• S. or Ph.D. in financial engineering, computer science, statistics, engineering or related fields.