Quantitative Analyst (Rates Electronic Market Making)
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
Required to think beyond existing solutions, assumptions or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area. Position Objective: Design, build and extend backtesting infrastructure that drive production code paths with … historical data. This is in the context of automated market-making models for the rates businessDevelop and implement automated market-making models and data-driven trading tools for the rates business. Improve and transform existing infrastructure for automated market-making models ...