eTrading Quant: FX & FI Algos Engineer (Assoc/VP)

Royal Bank of Scotland; Greater London; On-site; GBP 100,000 - 180,000; Full time

Job summary

NatWest Markets is seeking an eTrading Quantitative Associate or Vice President to join our cross-asset electronic trading quant team, focusing on FX & Fixed Income trading automation. You’ll write and support production electronic trading algorithms and collaborate across Quant, Trading, Technology and Control.

You’ll work on high-level research into price construction, risk management, execution, and MI, as well as day-to-day improvements to system parameters.

Qualifications

• Strong programming and data analysis abilities.
• Experience with electronic/algorithmic trading.
• Interest in FX or FI.
• Good understanding of statistics and linear algebra.
• Experience with SDLC tooling such as Maven, Git and CI.

Responsibilities

• Designing, building and testing algorithms that make up the bank's algo suite
• Performing tactical and strategic analysis to support the electronic trading businesses
• Designing, developing and maintaining pricing, spreading, risk management, execution models and algorithms used by the businesses
• Making sure that coding standards and procedures are implemented correctly
• Undertaking research and analysis across the electronic trading space
• Designing, building and testing algorithms for pricing, quoting and managing risk within the various supported markets
• Supporting the live production algorithms by liaising with trading and technology

Skills

Java

C++

C#

Python

Statistics & Linear Algebra

FX/FI experience

eTrading experience

Tools

Maven

Git

CI

Job description

NatWest Markets is seeking an eTrading Quantitative Associate or Vice President to join our cross-asset electronic trading quant team, focusing on FX & Fixed Income trading automation. You’ll write and support production electronic trading algorithms and collaborate across Quant, Trading, Technology and Control.

You’ll work on high-level research into price construction, risk management, execution, and MI, as well as day-to-day improvements to system parameters.