Responsibilities:
- Develop and maintain models to provide quantitative tools to support systematic and algo trading strategies in rates.
- Develop analytical enhancements in the rates Central Risk Book
- Improve rates derivatives modelling via cutting-edge AI, Machine Learning, or Data Analytics
Qualifications:
- Ph.D or Msc in a highly quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Electrical Engineering
- 7-10 years experience as a traditional rates or FX desk quant
- Deep knowledge of numerical analysis, probability, and Machine Learning techniques
- Experience with rates or FX data analytics
- Strong in both Python and C++
If you are interested and qualified for this role, please do not hesitate to apply!
