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The responsibility of an Algorithmic Quant Strategist is to design, implement and maintain automated principal pricing and hedging strategies within liquid EU/UK Fixed Income markets.
Job Responsibility:
Think analytically and propose innovative solutions to trading challenges
Parse, clean and transform unstructured or time-series data into data sets that can be researched and analyzed
Conduct statistical research to identify and isolate relevant feature sets that drive asset pricing, liquidity evolution
Develop software for pricing, hedging and routing orders to various exchange markets
Provide trading support for algorithmic strategies
Review and comply with Firm Policies applicable to business activities
Meet with clients to educate and to promote RBC electronic trading services
Requirements:
BA, MA or MS equivalent (Engineering, Computer Science or Financial Mathematics desired)
Solid understanding and background in developing software in Java and Python while utilizing best development practices
Experience with KDB and time series data
Experience with ION APIs
Experience in EU/UK electronic fixed income markets
Ability and curiosity to explore time series/unstructured data and formulate hypothesis that can be tested and verified
Noticeable experience in a similar role
What we offer:
A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable
Leaders who support your development through coaching and managing opportunities
Ability to make a difference and lasting impact
Work in a dynamic, collaborative, progressive, and high-performing team
Opportunities to do challenging work
Opportunities to take on progressively greater accountabilities