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We are seeking a Quant Strat to join the EU Credit Algo team with experience working as a desk quant or within a quant team focused on algorithmic pricing, preferably with an understanding of European credit market microstructure.
Job Responsibility:
Model development: refine and extend existing trading strategies, apply research and statistical analysis to evaluate bonds
Data analysis: work with large datasets to identify alpha opportunities and find market patterns
Risk management: work on risk factor modelling, hedging strategies and portfolio optimisation
Testing and validation: implement backtesting strategies and perform ongoing monitoring to analyse strategy performance
Requirements:
Experience with prototyping or scripting languages (Python/R) supplemented with some experience in a core language (Java/C++)
Experience working with large datasets
Hands-on experience working with datasets for signals research in fixed income or equity
Candidates holding a post-graduate degree in a quantitative field (including but not limited to engineering, computer science, physics and maths) with a deep knowledge of probability, statistics and numerical analysis
Strong attention to detail with a commitment to delivering high-quality work
Strong written and verbal communication skills
Nice to have:
Knowledge of optimisation (optimal control), statistical modelling, numerical methods, linear algebra
Experience with light-weight UI frameworks (e.g. Plotly Dash, Streamlit)
Experience working on European Corporate Bond products
Experience in systematic trading
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