Fixed Income Division - Vice President, eRates Strat (EGB Signal Gen) (London)
Morgan Stanley · London
3 weeks ago
Not specifiedFull_timefixed incomegovernment bondsinterest rate swaps
3 weeks ago
Workplace
Not specified
Employment
Full_time
Location
London
Posted
3 weeks ago
Summary
Vice president eRates strategist designing electronic trading algorithms for government bonds and interest rate swaps. The role focuses on alpha signal research, pricing, hedging, risk management, and algorithm monitoring; flexible working arrangements are mentioned, but the specific setup is not stated.
Responsibilities
- Design electronic trading algorithms for bonds and swaps
- Develop statistical and machine learning models
- Research alpha signals for pricing and hedging
- Build tools to track algorithm performance
- Monitor algorithms and models for risk management
pythonq/kdb+java
fixed incomegovernment bondsinterest rate swapselectronic tradingalpha signal research
