Associate/VP, Rates E-Trading Associate/VP, Rates E-Trading …

Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Last application, 16 Sep 21
Competitive
Bank of America Merrill Lynch
in New York, NY
Permanent, Full time
Last application, 16 Sep 21
Competitive
Associate/VP, Rates E-Trading
Job Description:

Summary
The Global Rates e-Trading group - part of the FICC Trading group - is seeking a quantitative trader to join the team in New York. The team is responsible for the algorithmic market making and trading of flow Rates products. The role requires a combination of business, quantitative and technical expertise and requires close co-operation with our partners in trading, sales, QSG and technology.

Responsibilities include:
  • Day-to-day running of risk books in one or more of European government bond, US Treasuries or swaps;
  • Ad-hoc data analysis and report generation to better understand our risks and profitability;
  • Data analysis to understand and predict market and client behaviours;
  • Proposing and developing algorithms to price and hedge government bonds and swaps;
  • Monitoring and enhancing existing algorithms;

Requirements
  • Academic background at undergraduate or Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background) preferred;
  • Programming skills in Python and q/kdb are an advantage;
  • Good problem solving skills and pragmatic approach;
  • Good interpersonal skills with the ability to present complex ideas clearly;
  • Previous experience of financial markets, electronic trading infrastructure advantageous, but not a pre-requisite.


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
--> Job Description:

Summary
The Global Rates e-Trading group - part of the FICC Trading group - is seeking a quantitative trader to join the team in New York. The team is responsible for the algorithmic market making and trading of flow Rates products. The role requires a combination of business, quantitative and technical expertise and requires close co-operation with our partners in trading, sales, QSG and technology.

Responsibilities include:
  • Day-to-day running of risk books in one or more of European government bond, US Treasuries or swaps;
  • Ad-hoc data analysis and report generation to better understand our risks and profitability;
  • Data analysis to understand and predict market and client behaviours;
  • Proposing and developing algorithms to price and hedge government bonds and swaps;
  • Monitoring and enhancing existing algorithms;

Requirements
  • Academic background at undergraduate or Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background) preferred;
  • Programming skills in Python and q/kdb are an advantage;
  • Good problem solving skills and pragmatic approach;
  • Good interpersonal skills with the ability to present complex ideas clearly;
  • Previous experience of financial markets, electronic trading infrastructure advantageous, but not a pre-requisite.


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
Job Description:

Summary
The Global Rates e-Trading group - part of the FICC Trading group - is seeking a quantitative trader to join the team in New York. The team is responsible for the algorithmic market making and trading of flow Rates products. The role requires a combination of business, quantitative and technical expertise and requires close co-operation with our partners in trading, sales, QSG and technology.

Responsibilities include:
  • Day-to-day running of risk books in one or more of European government bond, US Treasuries or swaps;
  • Ad-hoc data analysis and report generation to better understand our risks and profitability;
  • Data analysis to understand and predict market and client behaviours;
  • Proposing and developing algorithms to price and hedge government bonds and swaps;
  • Monitoring and enhancing existing algorithms;

Requirements
  • Academic background at undergraduate or Masters/PhD level in a quantitative subject (Physics, Engineering, Statistics, Mathematics, Computer Science or other analytical background) preferred;
  • Programming skills in Python and q/kdb are an advantage;
  • Good problem solving skills and pragmatic approach;
  • Good interpersonal skills with the ability to present complex ideas clearly;
  • Previous experience of financial markets, electronic trading infrastructure advantageous, but not a pre-requisite.


Shift:
1st shift (United States of America)

Hours Per Week:
40
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