Quantitative Analyst (Rates Electronic Market Making), VP

Overview

In this role you design, build and enhance backtesting infrastructure for automated market-making models in the rates desk. You will work with cross-functional teams to turn data-driven insights into production-ready tools, shaping trading analytics and risk-aware strategies. You’ll drive improvements to the tech stack, adopting new innovations and ensuring governance. This position offers impact by advancing scalable infrastructure and sophisticated quantitative solutions within a leading financial services firm.

Responsibilities

• Implement automated market-making backtesting infrastructure including orchestration across languages (Rust, Python, KDB, Java)
• Develop data-driven trading tools and support automated market-making models
• Optimize and migrate the tech stack for pricing, hedging and trading analysis (live and backtesting)
• Keep pace with tech innovations and coordinate migrations from legacy systems
• Collaborate with Traders, tech, and data specialists to deliver robust solutions
• Engage with control functions (Legal, Compliance, ETRM, Model Risk, Market Data) to ensure governance
• Promote best practices and responsible finance, governance, and ethics across the team
• Assess risk/reward of transactions and ensure ethical, compliant decision-making

Key requirements

• Extensive experience in algorithmic trading infrastructure development
• Strong programming experience (Rust preferred; C++/Java also acceptable)
• KDB, Python, SQL
• Experience with messaging/data serialization, market data processing, latency optimization, testing, and deployment tools
• Experience handling large, disparate data sources and data normalization
• Ownership of legacy technologies and migration projects
• Working knowledge of rates instruments and math tools used in algo trading
• Excellent written and verbal communication skills
• Education: Master’s degree preferred

• strong communication and negotiation skills
• cross-functional collaboration
• risk awareness and governance
• Rust
• C++
• Java

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