eTrading Quantitative Associate or Vice President

NatWest Group; Greater London; Vor Ort; GBP 90.000 - 130.000; Vollzeit

Zusammenfassung

NatWest Group is seeking an experienced eTrading Quantitative Associate or a junior Vice President to join our cross-asset (FX & FI) electronic trading quant team in London. You will help enhance automated trading capabilities and contribute to the wider electronic trading environment alongside Quant, Trading, Technology and Control colleagues.

You will design, build and test production algorithms, conduct high-level research, and support live trading with pricing, risk and execution models.

Qualifikationen

• Good understanding of computational and programming principles.
• Independent and collaborative research, problem solving and analytical thinking.
• Interest in electronic trading and FX or FI.
• Programming in a typed language (e.g. Java, C#, C++).
• Python programming experience.
• Electronic/algorithmic trading experience.

Aufgaben

• Design, build and test algorithms in the bank's algo suite.
• Perform tactical and strategic analysis to support electronic trading.
• Design, develop and maintain pricing, spread, risk and execution models.
• Ensure coding standards and procedures are followed.
• Undertake research and analysis across electronic trading space.
• Design and test algorithms for pricing, quoting and risk in supported markets.
• Support live production algorithms by liaising with trading and technology.

Kenntnisse

Java

C#

C++

Python

Algo trading

FX experience

Fixed income

Maven

Git

CI

Statistics

Linear algebra

Tools

Maven

Git

CI

Jobbeschreibung

Join us as an eTrading Quantitative Associate or Vice President

• We’re looking for either an experienced Associate or junior Vice President to join our growing cross asset (FX & Fixed Income) electronic trading quant team, who enhance the bank’s FX & FI automated electronic trading capabilities
• You’ll be writing and supporting production electronic trading algorithms
• You’ll have the chance to make key contributions to the wider electronic trading environment and collaborate with colleagues across Quant, Trading, Technology and Control

What you'll do

As an eTrading Quantitative Associate or Vice President, you’ll be working on projects ranging from high level research into optimal price construction, risk management, execution and the nature of the NatWest Markets client base, through to day-to-day improvements in MI and system parameter tuning.

Other key aspects of your role will involve:

• 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
  

The skills you’ll need

To join us in this role, you’ll need a good understanding of computational and programming principles. You’ll need experience in data analysis, independent and collaborative research, problem solving and general programming. In addition, it would be ideal if you demonstrate an interest in electronic trading and either FX or FI.

We’d ideally like you to have some or all of the following:

• Programming in a typed language e.g. Java, C#, C++
• Programming experience in Python
• Electronic/algorithmic trading experience
• FX or FI experience
• Experience with common SDLC tooling, such as Maven, GIT and CI
• Proficiency in statistics and linear algebra