Quantitative eTrading VP - FX & FI Algorithms Lead

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

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.