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Fixed Income Division - Vice President, eRates Strat (EGB Signal Gen) (London)

Morgan Stanley · London

3 weeks ago

Not specifiedFull_timefixed incomegovernment bondsinterest rate swaps

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