FICC Algo QR- Tier 1 Prop Trading Firm - NYC
One of the top global prop trading teams here in NYC is undergoing an extensive expansion to their treasury algo QR business. This build-out is focused on adding a strong junior/intermediate level QR to focus on RFQ pricing research and development within the treasuries (rates, credit, fixed income ETFs, etc.) space.
This is an amazing opportunity for a candidate looking to take the next step in their career with a challenging new role at a strong performing team. You will be working with a lean team of experienced researchers, traders and developers, in a collaborative environment. The ideal profile will have excellent RFQ pricing experience, proficiency in Python and an appetite to join a growing team.
Responsibilities will include:
- Contribute and lead end-to-end research and implementation of RFQ pricing models
- Conduct quantitative research with a focus on statistical and predictive modelling within the treasuries space
- Work collaboratively with the team to monitor and improve performance
- Interface with trading desk to handle day-to-day algo responsibilities
- Ad-hoc support for other projects and tools within the team and business
Ideal candidates should possess:
- 2+ years of experience of hands on research for a market making or algo/eTrading team, ideally coming from a retail market-making background.
- Exceptional programming and quantitative skills (Python/C++)
- Extensive RFQ pricing modelling/research experience
- Masters degree in a quantitative field, Ph.D preferred
- Excellent communication skills
- Experience interfacing directly with a PnL generating business (traders or PMs)
If there is an interest, please click the APPLY NOW button below.
