Location
London

Hours
Full Time

Salary
Negotiable

About the Role
We are a team of FICC Quantitative Researchers who work to transform the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading, automating key decisions taken every day. Our remit spans product types such as Interest Rates (IR), Foreign Exchange (FX), Credit, and Commodities, with strategies including market making, automatic quoting, central risk books, systematic trading, and algorithmic execution across global venues. We deploy statistical analysis techniques and mathematical models, including advanced machine learning and AI, to improve 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, building market making and quoting strategies across FICC products. You will use advanced statistical analysis and quantitative techniques such as neural networks, machine learning, and factor models to develop models that drive systematic alpha strategies for real-time trading and risk management decisions. You will implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes. Additionally, you will build model calibration frameworks for advanced statistical and AI models, operating at scale with large time series data to ensure accuracy and compliance.

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

Experience
Proven experience in quantitative research or a related quantitative trading environment is highly desirable. Experience with statistical analysis, machine learning, AI models, and working with large-scale time series data is essential. Familiarity with market making, quoting strategies, and risk management frameworks across FICC products is advantageous.

About you
You are a self-starter with strong self-management skills and the ability to manage multiple priorities in a high-pressure environment. You possess excellent written and verbal communication skills, capable of articulating complex quantitative concepts to both technical and non-technical audiences. You thrive in a collaborative environment and are motivated to drive innovation and business impact through quantitative methods.

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