Location: New York, NY, United States

DESCRIPTION:

Duties: Design and develop automated pricing strategies for FICC ETFs, focusing on globally traded Credit ETFs. Enhance automated risk management processes to mitigate inventory risk and optimize holdings in response to macro events and market volatility. Conduct quantitative research and ongoing model development to improve trading strategies. Perform PNL attribution analysis and provide clear explanations for financial results. Monitor balance sheet risk and develop models to generate sustainable profits for Credit e Trading desks. Build automated trading capabilities for multiple asset classes using proprietary libraries across various venue protocols including RFQ and Exchange Hedging. Develop UI tools for time-series analysis, visualization of large tick datasets for Credit ETFs and Corporate Bonds across trading desks, and for monitoring market trends. Continuously review trading performance and make data-driven decisions.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Computer Science, Math, Physics, Engineering, or related field of study plus 2 years of experience in the job offered or as E-Markets, Senior Associate, Equities, Systematic Trading & Analytic Platform, Quantitative Researcher, or related occupation. The employer will alternatively accept a Bachelor's degree in Finance, Computer Science, Math, Physics, Engineering, or related field of study plus 5 years of experience in the job offered or as E-Markets, Senior Associate, Equities, Systematic Trading & Analytic Platform, Quantitative Researcher, or related occupation.

Skills Required: This position requires experience with the following: Programming using object-oriented languages such as Python, C++, or Java to develop trading solutions for financial markets; performing statistical analysis on financial instruments using machine learning methods such as logistic regression, multivariate regression, classification techniques, ensemble learning model, or predictive modeling; designing and implementing systematic trading strategies such as pricing, risk management, or execution, including the use of back-testing techniques on large tick datasets to review trading performance; working with financial market microstructures including trading protocols such as RFQ or Central Limit Order Books, for different asset classes such as Corporate Bonds or Credit ETFs.

Job Location: 270 Park Avenue, New York, NY 10017.

Full-Time. Salary:  $245,000 - $285,000 per year.

Design and develop automated pricing strategies for FICC ETFs, focusing on globally traded Credit ETFs. Enhance automated risk...