GLOBAL BANKING & MARKETS
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.
OUR IMPACT
The Systematic Trading Strategies (STS) Group is a global team responsible for creating systematic quantitative strategies and indices for a wide range of clients. We develop sophisticated proprietary models and algorithms across different asset classes and geographical regions to ensure a powerful and consistent approach in designing and maintaining our strategies.
The mandate for systematic strategies is across all asset classes, with specialists in the group focusing on Interest Rates, Equities, Commodities, Credit and FX.
Our products can be classified in the following categories:
• Multi-Asset Investment Strategies (long-only)
• Systematic Hedging Strategies
• Risk Premia/Smart Beta Strategies
Examples of mandates include clients seeking exposure to a broad set of systematic Risk Premia/Smart Beta strategies across multiple asset classes or seeking to hedge equity exposure on a strategic basis by entering a systematic put buying strategy.
Our core business can be broken down into:
Development of new Strategies: We employ sophisticated models and algorithms to develop our own strategies. Many of them are backed by academic research, and some others come directly from our understanding of financial markets. We then implement back tests of these strategies and work closely with our trading teams to take into account practical financial market considerations in finalizing the development of the strategies.
Implementation/Maintenance of Strategies: Following the creation of a strategy, the implementation of the strategy itself takes place to ensure accurate algorithmic calculation of the strategy for our clients, and proper market exposure metrics for our hedging trading desk.
Distribution of Strategies: We distribute and market our strategies to a broad range of clients. We work closely with sales teams during this marketing process and help our clients understand the ins and outs of the different strategies and how they would best fit their current asset allocation.
YOUR IMPACT
We are looking for a professional to join the Fixed Income Currencies and Commodities STS Strats team. Working within this team will you gain exposure to FX, Rates, Commodities and Credit products, their pricing models and risk management, and their use within systematic trading strategies.
You would work closely with products developers, sales, trading and fellow strats to develop and implement a robust and scalable platform which accommodates thousands of indices.
SKILLS & EXPERIENCE WE’RE LOOKING FOR
The role will cover the full product lifecycle, from product development, implementation in the front-office modelling and risk system, as well ongoing support over the lifecycle of the trades.
BASIC QUALIFICATIONS
* Strong academic background in a quantitative or technical discipline
* Advanced coding and software design skills in any recognized programming language e.g. Python, Java, C++
* Understanding of basic financial math concepts and products
* Excellent written and verbal communication skills
* High level of diligence and discipline
* Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact
PREFERRED QUALIFICATIONS
* Experience within fixed income asset classes.
* Front office quantitative experience.