Summary

This quantitative trading and research role focuses on systematic trading in interest rate swaps, covering pricing, risk, hedging, and execution. You will build production trading systems and research infrastructure using java, c++, and python within a globally distributed team.

Responsibilities

• Design and operate systematic swaps trading components
• Build backtesting and simulation infrastructure
• Develop signal and feature data pipelines
• Take quantitative strategies from prototype to production
• Analyse trading data for pricing improvements
• Research and calibrate trading models
• Support live systems and resolve incidents