DescriptionJoin a collaborative fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust production-grade strategies and platforms. Work closely with quantitative researchers and traders to design build and evolve execution capabilities. Grow your impact by shaping models and systems used every day in live markets.
Job summary
As a Quantitative Developer Rates Vice President in the Rates Quantitative Trading and Research team you design and deliver production systems that enable systematic trading at scale. You partner with researchers and traders to translate ideas into resilient performant algorithms and execution platforms. You thrive in a dynamic collaborative environment and bring a builders mindset to continuously improve models tooling and workflows.
Job responsibilities
- Design build and maintain algorithmic trading systems and execution platforms for systematic Rates trading
- Implement quantitative models in production translating research prototypes into robust scalable strategies
- Collaborate with traders and researchers to refine models quoting hedging risk management and allocation processes
- Engineer high-quality testable and observable code for reliability in live markets
- Optimise performance latency and throughput of critical trading components
- Automate workflows and deployments to improve speed safety and repeatability across the stack
- Monitor diagnose and resolve production issues contributing to continuous improvement
- Document designs interfaces and operating procedures to support transparency and knowledge sharing
Required qualifications capabilities and skills
- Proficiency in programming with Java C or another object-oriented language
- Experience performing data analysis in Python including proficiency with data science libraries (e.g. NumPy pandas) and visualisation tools
- Ability to translate quantitative models into reliable maintainable production code
- Effective interpersonal and communication skills; ability to collaborate with traders quantitative researchers and software engineers
- High attention to detail and a commitment to quality in fast-paced environments
- Interest in financial markets and systematic trading
- Bachelors or Masters degree in Computer Science Mathematics Physics Engineering or another quantitative field
Preferred qualifications capabilities and skills
- Knowledge of Fixed Income and Rates markets
- Experience with high-frequency algorithmic or electronic trading including low-latency and performance-sensitive systems
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness propriety knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.
Required Experience:
Exec
DescriptionJoin a collaborative fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust production-grade strategies and platforms. Work closely with quantitative researchers and traders to design build and evolve execution capab...
DescriptionJoin a collaborative fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust production-grade strategies and platforms. Work closely with quantitative researchers and traders to design build and evolve execution capabilities. Grow your impact by shaping models and systems used every day in live markets.
Job summary
As a Quantitative Developer Rates Vice President in the Rates Quantitative Trading and Research team you design and deliver production systems that enable systematic trading at scale. You partner with researchers and traders to translate ideas into resilient performant algorithms and execution platforms. You thrive in a dynamic collaborative environment and bring a builders mindset to continuously improve models tooling and workflows.
Job responsibilities
- Design build and maintain algorithmic trading systems and execution platforms for systematic Rates trading
- Implement quantitative models in production translating research prototypes into robust scalable strategies
- Collaborate with traders and researchers to refine models quoting hedging risk management and allocation processes
- Engineer high-quality testable and observable code for reliability in live markets
- Optimise performance latency and throughput of critical trading components
- Automate workflows and deployments to improve speed safety and repeatability across the stack
- Monitor diagnose and resolve production issues contributing to continuous improvement
- Document designs interfaces and operating procedures to support transparency and knowledge sharing
Required qualifications capabilities and skills
- Proficiency in programming with Java C or another object-oriented language
- Experience performing data analysis in Python including proficiency with data science libraries (e.g. NumPy pandas) and visualisation tools
- Ability to translate quantitative models into reliable maintainable production code
- Effective interpersonal and communication skills; ability to collaborate with traders quantitative researchers and software engineers
- High attention to detail and a commitment to quality in fast-paced environments
- Interest in financial markets and systematic trading
- Bachelors or Masters degree in Computer Science Mathematics Physics Engineering or another quantitative field
Preferred qualifications capabilities and skills
- Knowledge of Fixed Income and Rates markets
- Experience with high-frequency algorithmic or electronic trading including low-latency and performance-sensitive systems
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness propriety knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.
Required Experience:
Exec
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