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:Develop and implement automated market-making models and data-driven … trading tools for the rates business.Improve and transform infrastructure for automated market-making models and data-driven trading tools.Responsibilities:Implement electronic market-making models (hedging algorithms, bid-offer models, price predictors, automated pricing models), using a wide variety of programming languages, including, java ...