E-Rates Quant Trader/Researcher

Key Responsibilities

• Designing, developing and managing profitable systematic trading strategies in the global US Interest Rates markets.
• Performing own trading strategy design and research.
• High level development in C++ and Python.
• Collaborating actively with the team’s technology and trading experts for production implementation.
• Interest in expertise areas including CME Eurodollars trading, Cash US Treasury / Futures basis trading, Fundamental data / economic event driven strategies, and Liquidity taking strategies.

Education

• B.S., M.S. or PhD in engineering, mathematics, physics, statistics, computer science

Seniority

• Minimum of 3 years of experience working on a prop trading, quantitative trading or electronic trading desk (investment bank, hedge fund, etc.)

Skills

• Significant experience with alpha generation and portfolio management.
• Ability to deploy and manage a trading strategy from inception.
• Strong programming skills (C++ and Python preferred).
• Working knowledge of Linux and code repository management preferred.
• Self-motivated, hard-working and creative personality.
• Clear and confident communication skills.