Location
London, Greater London, England

Hours
Full Time

Salary
Negotiable

About the Role
We are a team of FICC Quantitative Researchers working to transform the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading and automation of key daily decisions. Our remit spans product types including Interest Rates (IR), Foreign Exchange (FX), Credit, and Commodities, with strategies such as market making, automatic quoting, central risk books, systematic trading, and algorithmic execution across global venues. We apply advanced statistical analysis and mathematical models, including machine learning and AI, to enhance business performance while collaborating closely with traders and salespeople on the trading floor to deliver value to clients and the firm.

In this role, you will take a leading position on our Quantitative Trading & Market Making desk, developing market making and quoting strategies across FICC products. You will use advanced quantitative techniques such as neural networks, machine learning, and factor models to build models that drive systematic alpha strategies for real-time trading and risk management decisions. Responsibilities include implementing frameworks for central risk management and portfolio optimization across FICC asset classes, building model calibration frameworks for advanced statistical and AI models operating at scale with large time series data, and ensuring accuracy and compliance.

You will drive market making strategy development using diverse technologies and collaborate closely with Quant Developers and core engineering teams to enhance analytics infrastructure and trading tools. Additionally, you will develop and improve critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Experience
Proven experience or strong academic background in quantitative research or related fields, with familiarity in applying advanced statistical and machine learning techniques to financial markets. Experience working in high-pressure, fast-paced environments is advantageous.

About you
Self-starter with excellent self-management skills and the ability to manage multiple priorities effectively. Strong communication skills with the ability to articulate complex quantitative concepts clearly to both technical and non-technical audiences. Collaborative mindset to work closely with traders, salespeople, developers, and engineers.

Qualifications
Excellent academic record in a relevant quantitative discipline such as physics, mathematics, statistics, engineering, or computer science. Strong programming skills in object-oriented or functional languages such as C++, Java, or Python.