Macro Tools Strats Role - Fixed Income

Full Stack-Macro Strats

Primary Responsibilities:

Macro Tools Strats are responsible for developing tools used across the Macro business (Rates, FX) within FID. We handle large data sets, and provide analysis and visualizations for Strats, Sales & Trading that cover:

- Live desk risk and P&L

- Live market data monitoring & pricing

- Opportunity identification (relative value analysis, PCA)

Skills required :

Technical:

- Experience with some traditional - core- languages (at least one of Python, C++, Java) is essential.

- Interest in algorithm design and efficiency / optimization of data flow.

- Ideally, some experience with KDB/Q.

- Experience with some web design packages e.g. Angular, ReactJS would be beneficial.

Finance:

- Understanding of data analytics.

- Understanding of some Fixed Income products / Financial products is recommended.

Other:

- Clear communication in English is required.

- Ability to work independently.

- Attitude of automating tasks and creating zero-intervention workflows is ideal.

- Demonstrable experience of writing testable code in a financial setting is essential.