Job Description

The specific role is to have the individual work on STIRS & EM Rates Pricing Analytics and Quantitative Research. This would focus on working on Pricing Signals for STIR & EM Rates products along with quantitative analytics development to support research and trading. Work closely with the London Quants & trading desk in ideating pricing, analytics & risk management opportunities.

What you’ll do: (List out Key Responsibilities)

• Quantitative support in the development of Analytics & Business Intelligence for Global FX STIRs & EM Rates using tick by tick data. Maintain process related to testing of analytics & accuracy of the data used.
• Quantitative Dev support in platform specific improvement and maintenance. Python & KDB.

Skills Required

• Ideally Bachelors in Engineering, Data Science.
• Knowledge of statistical learning and data-mining techniques.
• Exposure to Machine Learning concepts and its application on Time Series data.
• Desired knowledge of script programming languages (Python)
• Desired knowledge of database query languages (Q/KDB, SQL)
• Aptitude to learn business and new languages, if desired by the role
• Desired knowledge and understanding of technology related to an electronic trading business.
• Desired knowledge and understanding of FX and Fixed income products.
• What additional skills will be good to have? (List out good to have skills and certifications)
• Exposure to Web Development using Python
• Exposure to Javascript & CSS.