FICC and Equity Derivatives Automation Desk Strat FICC and Equity Derivatives Automation Desk Strat …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
GBP120000 - GBP220000 per annum
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
GBP120000 - GBP220000 per annum
Anson McCade
This will be part of a team of desk strats who are working to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. The team has a wide remit including automatic quoting, optimizing hedging decisions and developing algorithms to trade derivatives on venues across Europe.

FICC and Equity Derivatives Automation Desk Strat, VP/ED level

London based

They also deploy statistical analysis techniques and mathematical models to enhance the decision-making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor.

Role Responsibilities:

  • Automate pricing of derivative products, providing fast and accurate prices in response to quote requests from their clients.
  • Implement automated hedging algorithms, and build frameworks to manage risk centrally across asset classes.
  • Perform systematic and quantitative analysis of franchise flows and market data, driving business decisions and the design of their automation platform.
  • Work closely with sales and trading, supporting automated pricing and trading systems.
  • Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks,

Basic Qualifications:

  • Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
  • Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
  • At least 2 years' experience.
  • Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment.
  • Excellent written and verbal communication skills.

Preferred Qualifications:

  • Experience implementing predictive statistical models, particularly non-linear regression/classification problems and Bayesian methods (hierarchical models, dynamic models, filtering etc).
  • Previous quantitative or technical role working on or with a derivatives trading desk (irrespective of asset class).
  • Knowledge of building automated trading systems and researching signals for use in a live trading environment.
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