• Front Office Bonus
  • Manhattan, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 2019-01-10

E-Trading Rates Researcher

  • Location: Manhattan, NY, USA
  • Salary: Front Office Bonus
  • Job Type: Full time

A Tier 1 Investment Bank in NYC has just gotten approval from the Global Head of E-Rates to bring on board additional headcount to their Rates Algo Trading team. This hire comes from senior managements push to broaden their scope in order to make the successful team the industry leader within the Rates space.

SUMMARY FOR E-RATES RESEARCHER

A Tier 1 Investment Bank in NYC has just gotten approval from the Global Head of E-Rates to bring on board additional headcount to their Rates Algo Trading team. This hire comes from senior managements push to broaden their scope in order to make the successful team the industry leader within the Rates space.

Responsibilities for E-Rates Quant

  • Optimizing existing trading strategies
  • Researching into new strategies
  • Optimization of trading parameters
  • Downloading, cleaning, building and back testing models that will operate on the data
  • Coverage Includes Flow products, government bonds, swap, futures and TRS
  • Technologies Used: Java

Qualification for E-Rates Quant

  • Applied experience working on an Algo Trading Team
  • Ph.D. in a Quantitative Discipline (Physics, Mathematics, Statistics, Computer Science, etc.)
  • 5+ years of industry experience
  • Knowledge of OOP (C++, Python, Java)
  • Perfect written and verbal communication
  • If you are looking to be part of this highly driven, expanding team please apply and we will reach out to discuss in further detail.