eTrading Quantitative Associate or Vice President

Overview

As part of NatWest Markets’ cross-asset eTrading team, you will develop and support automated trading algorithms for FX and FI. You’ll collaborate with Quant, Trading, Technology and Control to enhance the algo suite and trading environment. Expect hands-on model design, backtesting, and live production support, with scope to influence pricing, risk and execution. This role offers impactful work on scalable, data-driven electronic trading solutions.

Responsibilities

• Design, build and test algorithms for the bank’s algo suite
• Perform tactical and strategic analysis to support electronic trading
• Develop pricing, spreading, risk management and execution models
• Ensure coding standards and procedures are followed
• Conduct research across the electronic trading space
• Create and test algorithms for pricing, quoting and risk management in supported markets
• Support live production algorithms by coordinating with trading and technology

Key requirements

• Strong understanding of computational and programming principles
• Experience in data analysis and independent/collaborative research
• Interest in electronic trading and FX or FI
• Programming in typed languages (Java, C#, C++)
• Experience with Python
• Electronic/algorithmic trading experience (preferred)
• FX or FI experience (preferred)
• Experience with Maven, GIT and CI
• Proficiency in statistics and linear algebra

• problem solving
• independent and collaborative research
• cross-team collaboration
• Java
• C#
• C++

…