Fixed Income Division – Vice President, SSA Rates Strategist (London)

Overview

In this role you will drive pricing and risk model development for EU flow trading across sovereign and related bonds, bond futures, total return swaps, and forwards. You’ll build and maintain Python data analytics tools and a Scala risk/P&L system, partnering with operations, middle office, and IT to streamline workflows. You’ll deepen repo market knowledge to optimize collateral and funding P&L attribution, and collaborate with Sales & Trading to uncover P&L opportunities. This position sits within the EU Flow Strats team, contributing to data-driven decisions and strategic solutions across the group.

Pay / Benefits

• flexible working arrangements
• equal opportunities employer
• comprehensive employee benefits

Responsibilities

• Develop and support Python-based data analytics library for trading applications
• Develop and support Scala-based risk and P&L system
• Collaborate with operations, middle office, and IT to improve workflows
• Learn repo markets to improve collateral allocation, funding, and funding cost P&L attribution
• Partner with Sales & Trading to identify and implement P&L opportunities
• Coordinate with other Strats groups to consolidate resources and drive strategic solutions

Key requirements

• Strong programming skills; Scala and Python a plus
• Strong statistical/econometric skills and experience with large datasets
• Experience with risk and P&L implementation and production support
• Experience in trading application development
• Advanced degree in quantitative fields such as Mathematics, Financial Engineering, Statistics, Engineering, Physics or Computer Science
• Knowledge of Fixed Income products is a plus
• Strong communication and presentation skills; ability to manage multiple projects independently

• Strong communication
• Cross-functional collaboration
• Independent and multi-project management
• Python
• Scala
• Statistical/econometric analysis

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