Global Banking & Markets, FICC Quantitative Researcher, Alpha monetization, VP, London

Overview

As a FICC Quantitative Researcher, you will develop market-making and quoting strategies across IR, FX, Credit and Commodities, leveraging ML and factor models to drive systematic alpha and real-time risk decisions. You will collaborate with traders, sales and engineering to scale analytics infrastructure, calibrate models and automate decision-making. This role offers the chance to shape pricing, risk tools and trading frameworks for a leading global firm, applying advanced statistics to transform FICC trading.

Pay / Benefits

• diversity and inclusion
• training and development opportunities
• benefits
• wellness programs
• personal finance offerings
• mindfulness programs

Responsibilities

• Lead the development of market-making and quoting strategies across FICC products
• Build models using neural networks, ML, and factor models to drive systematic alpha and real-time trading decisions
• Implement centralized risk management frameworks and optimize multi-asset portfolios
• Develop model calibration pipelines for large time-series data ensuring accuracy and compliance
• Advance pricing, trading, and risk tools and collaborate with Quant Developers and core engineering teams
• Enhance analytics infrastructure to support trading tools and risk management

Key requirements

• Excellent academic record in a quantitative field (physics, mathematics, statistics, engineering, or computer science)
• Strong programming skills in C++, Java, or Python
• Self-starter with ability to manage multiple priorities in a high-pressure environment
• Excellent written and verbal communication skills for technical and non-technical audiences

• self-motivation
• clear communication
• team collaboration
• C++
• Java
• Python

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