Company Summary: The Head of Algo Rates at a Leading Investment Bank is looking to bring on board an experienced researcher to join his dynamic team in NYC. You will be part of the overall Interest Rates algo team which has a wide product coverage, however, will be taking initiative in leading a team of quants in the research and development of the algo trading strategies for US Treasury.
The Rates Algo Quant Researcher will be responsible for:
Conduct quantitative research on the algo trading strategies for IR products (Swaps, Bonds, Eurodollar futures, TRS, US Treasury, ect.)
Design the frameworks and functionalities for the development of the rates trading algorithms
Optimization of existing trading strategies to increase PnL
Communicate daily with traders, IT and research teams
The Rates Algo Quant Researcher should have the following qualifications:
7+ years post graduate experience as a Quantitative Researcher in a leading rates algo trading team
4+ years hands on OOP skills, ideally in Java, C#, C++ or python
Leadership experience within an Algo Trading team
Excellent written and verbal communication skills (ability to communicate with various different backgrounds)
PhD or masters in a quantitative discipline
If you are interested in joining this industry leading team in the expansion of their product coverage, please apply directly and one of our recruitment consultants will reach out!
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.