Summary

Quantitative researcher building systematic trading and market-making strategies across FICC products in London. The role applies statistical and machine-learning techniques to pricing, portfolio, and risk tools.

Responsibilities

• Build market-making and quoting strategies across FICC products
• Develop systematic alpha models for real-time trading decisions
• Implement centralized risk and portfolio frameworks
• Calibrate statistical and AI models on time-series data
• Enhance pricing, trading, and risk tools
• Optimize market-making and hedging strategies with trade data