Job Details Our international team provides trading, sales, structuring and risk management solutions for our clients across global financial markets. This includes FX, commodities, equity, credit, fixed income and debt instruments. We also offer market insight, trading services, analytics and new financial products across a number of asset classes.Job PurposeEngage directly with the FX Algorithmic Trading and the Electronic Execution Services teams, providing quantitative support in the form of:Assisting to develop new automated trading and risk management strategiesImproving existing strategiesDeveloping models for back testing and optimizing strategiesManage a full time QAD IT resource that will focus onMaintaining the existing QuantTools libraries and all dependenciesImproving existing QuantTools processesDeveloping enhancements for QuantTools librariesProviding support for downstream systems that the Quant Team interface with such as Alchemy and Markit
Responsibilities + Skills
Assist sales, structuring and trading teams in constructing spreadsheets that use in-house analytics.Stay up to date with new ideas and apply to local solutions.Use mathematical tools such as optimization routines, finite difference schemes, Monte Carlo and other numerical algorithms.
Work to develop new models.Test and document proprietary implementations of pricing models.