Associate Director- eTrading Quantitative Research & Analytics (FX/Rates eRisk)

About the role

Conduct quantitative research and develop pricing, risk management, analytics, and business intelligence solutions for FX spot, STIRs, and emerging market rates, using tick-by-tick data and Python and Q/KDB technologies. Lead and develop a team, maintain strategic analytics platforms and management reporting, and collaborate with voice trading and other colleagues to improve pricing and risk algorithms. Requires more than eight years of electronic trading experience in an asset class such as equities, FX, or rates, and a bachelor's, master's, or PhD in mathematics, statistics, engineering, or data science. Candidates should have strong knowledge of quantitative eTrading frameworks, rates curve modeling, market microstructure, derivatives, pricing and valuation, machine learning, statistical learning, data mining, Python, and Q/KDB or SQL; exposure to web development and C++ or Java is also noted.