AVP - eTrading Quant - BFS

- Quantitative Support in the development of pricing strategies for EU/GB/US cash bonds and/or STIRs, Swaps.

- Quantitative Support in the development of risk management strategies for cash bonds and/or STIRs, Swaps.

- Quantitative Support in the development of market execution strategies on Government bonds Futures.

- Ensuring integrity of data used by eRisk team for quantitative analysis.

- Implementation of performance simulation of market making strategies within a cross-asset back-testing platform.

- Analyses of market execution performance within the hedging strategy.

- Analyses of client flow assigning systematic value to trades.

- Ensuring high-quality of deliveries

Knowledge & Experience / Qualifications:

- Educated to PhD / Financial Engineers / B. Tech out in Mathematics, Physics, Data Science, Computer Science, Electronics. Top tier University

- Knowledge of statistical learning and data-mining technics.

- Knowledge of script programming languages (q, python, matlab)

- Minimum of 2 years experience of quantitative work in the financial sector

- Experience working in a team, generating ideas and leading their implementation

- Experience coordinating teams to ensure implementation of deliverables

- Knowledge and understanding of technology related to an electronic trading business.

- Knowledge and understanding of Fixed-Income products.