Electronic & Algo Trading Jobs

The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools for Rates & Credit Trading & e-Trading flow analytics.

We now seek a Quant Developer to provide the tooling that underpins multiple aspects of the Strats projects including delivering SDLC tools, and help build out the analytics library infrastructure

The platform engineering team at this top-tier investment bank, supports the development and  infrastructure of their Analytics Library development which is used across the bank for trading and the risk management of cash and derivatives in all asset classes.

MAIN RESPONSIBILITIES:

• Automating processes associated with the application suite to reduce manual support load

The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools as well as e-Trading flow analytics. We now seek a Quant Developer to build out the global analytics library infrastructure and work with Quant Research on integration issues. Great opportunity to join a front office strat team at this

This is an excellent opportunity to join this Global investment bank as their expanding Prime Brokerage/Prime Finance business undergoes a transformation thru increased automation and increased flows.  They now seek to Quant Analyst to build tools for the application of algorithms for the Prime Brokerage & Repo/Securities Lending business to analyze pricing, PV, PnL and add Risk metrics into pricing

This top-tier Investment Bank is a leading player in the Electronic Trading business. They now seek an e-Trading Quant to work on the automation of pricing and electronic trading of Interest Rate Swaps.  You will focus on automated pricing, trading and hedging for Interest Rate Swaps both in the customer (dealer to dealer) and dealer (dealer to client) markets. You

The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group.  With a minimum of 3-6 years in quant finance, IT development, trading environments, this is a great opportunity to work with traders & quantitative peers

The Front Office Quant Research Team at this top-tier bank are looking for a highly talented e-Rates Quant, to develop Interest Rate models for e-Trading & e-Market Making in London or New York. You'll need great knowledge of Liner Interest Rate products & maths (in particular Euro Swaps, etc.) together with C# or Java.

KEY RESPONSIBILITIES:

• Develop & implement Interest Rate curve

This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX.  Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Software Developer to build out their live systematic trading and simulation system.

KEY RESPONSIBILITIES:

• Building trading system components for both live trading and simulation in a

KEY RESPONSIBILITIES:

• Microstructure analysis of market data and statistical analysis of client flows
• Backtest and prototype quantitative price discovery models and short-term forecast models
• Automate risk management research
• Help create an eBook as a facilitator of new FX flows as well as for auto risk-management
• Establish algorithms for clients to use; price algos based on their performance/productive use to clients
• Prototype and backtest automated risk management

The global Quant Research group at this leading Investment Bank develops models to price and hedge, flow and derivatives products. We seek an experienced Interest Rate Quant, to work alongside traders & develop pricing models & hedging analytics for the major curves Dollar, Euro, Sterling, with strong C++, Python or similar skills.

KEY RESPONSIBILITIES:

• Developing pricing

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk. 

You will be joining the Strats team to support the development and implementation of a new strategic intraday and end-of-day pricing, eTrading, risk and P&L

This is an excellent opportunity for an experienced developer familiar with OO design and common patterns to take up a front office position within quantitative, low-latency market making strategies. Strong knowledge in C# or C++ is essential. Excellent Hong Kong based opportunity for the right hands-on candidate.

KEY RESPONSIBILITIES:

• Work closely with Traders designing software solutions for

This leading (top five in the world) global Investment Bank seeks to hire a VP Quant Developer for their Front Office Markets group which supports the development of models, pricing tools and system integration of all models used in the firm, on all asset classes.  This role is to support the trading and risk functions of several different desks via

The global Quant Research group at this leading Investment Bank develops models and algos for pricing, hedging, trading and automatic trading of derivatives products. They now seek an experienced Interest Rates Quant, to lead the build-out of the Interest-Rate and FX curve framework used for trading, valuation and risk management across the entire bank, and collaborate with stakeholders across