HR at Leading Investment Bank
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Associate - Quantitative Strategist - Global Markets - AEJ Macro Trading Desk - Investment Bank (5-8 yrs)
The AEJ Macro Trading Desk predominantly operates out of Singapore offering clients a full suite of Macro products covering G10 Rates, EM Rates and FX in cash, derivatives and structured products across client segments covering financial institutions, corporates, governments and investment funds throughout the world.
Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in FX and Rates markets.
- The individual will work very closely with traders across various markets to build a wide spectrum of tools.
- Systematically analyse all patterns driven by flows in the FX and Rates markets
- Develop analytics to assist in smarter risk management of the trading books
- Lay out a formal architecture around which a lot of the tools can be built
- Over time, we see this role growing into one where the individual can guide programmers / analysts to contribute to and deepen the platform.
- Strong knowledge of FX, Forwards, Bonds, Interest Rates Swaps, and Vol
- Experience in implementing tools which identify Market dislocations
- Familiar with models like PCA, MultiVariate Regression, ZScores, Forward Vol
- Experienced with Historical back-testing methodology
- Strong programming skills [C++ / Python etc]. Should be able to quickly build on the firms existing libraries and deliver analysis.
- A strong passion for quantitative trading strategies
- Strong leadership skills
- Strong communication skills.
- Ability to work effectively as part of the team
- Strong work ethics
- Ability to multitask and thrive in a fast-paced environment.