Quantitative Analytics Vice President

NatWest Group; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

NatWest Group in London is seeking an eTrading Quantitative Associate or Vice President to join our cross-asset electronic trading quant team. You will write and support production electronic trading algorithms and collaborate with Quant, Trading, Technology and Control.

You will engage in research on price construction, risk management and execution, while contributing to MI and parameter tuning. The role involves pricing, risk models and live production support.

Qualifications

• Proven programming experience and strong data analysis skills.
• Interest in electronic trading and FX or FI.
• Experience with Java, C#, C++, Python, and common SDLC tools

Responsibilities

• Design, build and test the bank's algo suite for electronic trading.
• Perform tactical and strategic analysis to support electronic trading businesses.
• Design, develop and maintain pricing, spreading, risk management and execution models and algorithms.
• Ensure coding standards and procedures are implemented correctly.
• Undertake research and analysis across the electronic trading space.
• Support live production algorithms by liaising with trading and technology teams.

Skills

Java

C#

C++

Python

Maven

GIT

CI

Statistics

Linear algebra

Electronic trading

FX experience

FI experience

Tools

Maven

Git

CI

Job description

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