LONDON, LONDON, United Kingdom
5 days ago
Quantitative Trading Research - Automated Trading Strategies - Rates - Analyst or Associate

The Fixed Income Currencies and Commodities (FICC) Quantitative Trading group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team covers a broad scope including the design and implementation of cutting-edge proprietary quantitative models – leveraging advanced AI and machine learning techniques – that drive our automated trading systems (pricing, risk management, and execution), the oversight of day-to-day risk and operations, and the optimization of Franchise client liquidity offering in a data-driven manner.

Job Summary

As an Analyst / Associate in FICC Quantitative Trading, you will contribute to the building of systematic trading strategies using quantitative, AI, and machine learning approaches. You must be responsible, independent, driven, and able to work in smooth collaboration with the wider team. The environment is fast-paced and challenging. The group is globally distributed so clear written and verbal communication is required. Members of the team are also expected to cover a wide range of responsibilities – spanning trading, quantitative research, and technology – and some on-call time will be expected.

Job Responsibilities

Analyze large and complex datasets to identify patterns and revenue opportunitiesConduct back testing and assess pricing, risk management, and execution strategies, with a focus on leveraging machine learning modelsExpand the group’s library of modeling, analytics, and automation toolsReview trading performance and make data-driven decisions, utilizing statistical and machine learning methodsMaintain and improve trading software systems and toolsResolve day-to-day trading issues

Required qualifications, capabilities, and skills

Advanced Degree in computer science, math, physics, engineering, or other quantitative fieldsRelevant full-time experienceAbility to demonstrate strong programming skills in C++/Java or other object-oriented languagesStrong knowledge of statistics and machine learningAttention to detail, adaptable, driven, and collaborativeDemonstrate interest in markets, systematic trading

Preferred qualifications, capabilities, and skills

Ability to understand and map data flows across applications and data sourcesPrior experience in Rates markets (cash or swaps)Knowledge of order types, L2 market data, and central limit order booksExperience with KDB+/q
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