Senior eTrading Quant: Algo Design & Execution VP

RBS

Greater London

On-site

GBP 90,000 - 140,000

Full time

8 days ago

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Job summary

RBS is seeking an eTrading Quantitative Associate or Vice President to join our cross-asset electronic trading quant team, enhancing FX and FI automated trading capabilities. You will contribute to the algo suite, pricing, risk management, and live production support, collaborating across Quant, Trading, Technology and Control.

Ideal candidates have strong programming skills (Java, C++, Python) and a passion for electronic trading with FX or FI experience, plus proficiency in statistics and

Qualifications

Experience with data analysis and independent/collaborative research in finance.
Strong programming skills and problem solving abilities.
Interest in electronic trading with FX or FI.
Experience with SDLC tooling (Maven, Git, CI).
Proficiency in statistics and linear algebra.

Responsibilities

Design, build and test algorithms for the bank's algo suite.
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 followed.
Undertake research and analysis across electronic trading space.
Design, build and test pricing, quoting and risk management algorithms.
Support live production algorithms by liaising with trading and technology.

Skills

Java

C++

Python

Electronic trading

FX experience

FI experience

Statistics

Linear algebra

Tools

Maven

Git

Job description

Ideal candidates have strong programming skills (Java, C++, Python) and a passion for electronic trading with FX or FI experience, plus proficiency in statistics and

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