About Statistical Modelling and Development

The Statistical Modelling and Development team remit lies within the trading activities in the Markets division, in particular electronic trading activities. It is responsible for

- Algorithms and model based business logic used in electronic trading in Markets.

- Data Science applied to trading and sales activities

- Underlying technology used in electronic trading and Data Science

The primary purpose of electronic trading is to provide liquidity to clients on agency and principal basis, where either the connection to the client is electronic or provision of that liquidity requires electronic trading. This requires the analysis, research and development of proprietary algorithms and trading business logic using data mining and statistical techniques.

The business logic includes information extraction from market data, price formation, auto-hedging, algorithmic risk management, execution strategies and smart-order-routing.

The primary purpose of the Data Science work is to extract information from our trading and market data to feed into decision making and algorithm design.

The instruments that we currently cover include Equities, FX Spot, Government Bonds, Corporate Bonds, Rates Futures, Rates Swaps, NDFs and CDS indices.

Overall purpose of role :

- Quant-developer working within the SM&D team, designing and developing reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics.

- Our purpose is to create best in class business logic used in the underlying electronic liquidity offering for clients along with any associated analytics.

- You will be involved in the full lifecycle from requirements gathering, design, implementation, productionisation, optimisation, monitoring and second line support.

Key Accountabilities :

- Enhancing/Maintaining Agency Execution Platform (called Gator) - critical client facing product handling large volumes of FX orders every day

- Provide best in class service to clients

- Research and develop pricing algorithm model for FX, Rates or Credit space

- Design of frameworks and functionality for development of trading algorithms

- Closely working with Quants and Developers in London and Singapore for implementation, testing, and productionisation of system features and bugfixes

- System tuning and optimisation

- Analysis of and improvements to algorithm performance

- Proactive identification and resolution of problems and issues

- Provision of required high quality support in timely manner

- Participation in team peer reviews of code, modelling and testing

- Participation in team knowledge sharing and presentations

. Actively build collaborative relationships to get things done.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.