Manage all aspects of quantitative trading and market making across a variety of asset classes in relation to the groups institutional offering
Job Summary
Manage all aspects of quantitative trading and market making across a variety of asset classes in relation to the groups institutional offering.
Conduct research on risk models, signal generation, portfolio construction methodology, flow analysis, liquidity models, trading cost models, and market microstructure.
Manage the Group’s trading exposures within pre agreed company limits (MRCR, Risk, P&L) and use trading metrics to support trading decisions.
Matching Summary
Manage all aspects of quantitative trading and market making across a variety of asset classes in relation to the groups institutional offering.
Skills & Requirements
Must-have
quantitative trading strategies
algorithmic trading
risk management systems
market microstructure research
real-time algorithmic systems development
Java and Python development
Nice-to-have
mix creativity and analytical disciplines
increase group's profitability
understand regulatory environment
personal/professional development
Key Requirements
Strong academic background in analytical field
Experience in FICC, Equities or derivatives sector
Proven ability to analyze large data sets
Familiarity with Java and Python preferred
Strong experience of trading technologies and strategies
Demonstrated understanding of electronic trading control environment
Suitability to be an FCA SMCR Certification Function