Opportunity
A successful candidate will be business driven, have a solid training on data science, machine learning techniques, statistical methods, strong knowledge of corporate bonds, credit ETFs market microstructures, risk and alpha modelling, deep expertise in programming languages (python, KDB, java), as well as excellent communication skills.
In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.
If you are passionate, curious and ready to make an impact, we are looking for you.
Your Impact
You’ll contribute to the strategic agenda to transform our investment bank into a data-led business and drive change through innovation and business process optimization using state-of-the-art machine learning techniques. Specially, you’ll have the chance to:
- Work alongside credit ETF trading desk to contribute directly to pricing and quoting algorithms, analytics and processes that automate workflows and optimize trading and execution.
- Build data-driven solutions for quoting and hedging client trades, and managing positions to systemise decision making and enhance executions. Digest and organize data to identify features into quantitative models.
- Build quantitative models and trading strategies for RFQ and market making across credit ETFs, corporate bonds, credit indices and related instruments. Optimize trading with trading desk inputs, statistical signals and risk models.
- Contribute from idea generation to production solutions: perform research, design prototype, implement analytics and trading algorithms to manage client flow and risk inventory, support their daily usage and analyse their performance
About You
- You have a strong quantitative background and mindset, as well as practical problem-solving skills
- You’re interested in ETF markets, credit derivatives, and electronic trading; you have previous exposure to the financial industry
- You like working closely with trading desks, understanding their business, having an impact on the way they operate
- You have practical AI and data analytics skills on real data sets gained through hands-on experience
- You bring computer programming experience such as python, TensorFlow, KDB, C++, Java
- You have strong interpersonal skills – you listen and communicate in a direct, succinct manner and are willing to partner with people from different backgrounds
- You’re driven, attentive to detail and easily adaptable. You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
Preferred
- Strong graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Economics, Computer Science, etc…)
- Entrepreneurial spirit, strong attention to details, able to contribute and take the lead on projects, and passion for spreading a culture of change towards data-driven decision making
- Broad Experience in corporate bond pricing models and credit ETFs
- Strong expertise in statistics and machine learning in financial industry, working knowledge of portfolio risk modelling and optimization.
- Strong programming in Python, KDB or Java. Ability to handle and analyse complex, large scale, high-dimensionality data from varying sources
- Business driven, excellent communication, deep interest in the credit ETF trading business, electronic trading and automation
