full-time
Fixed Income ETF Quant Trader
Albert Bow
- Employer
- Albert Bow
- Location
- New York
- Working pattern
- on-site
- Salary
- Up to $450,000 / year
About the role
Make markets and manage risk across US-listed bond ETFs, while developing systematic pricing, hedging, basket-design, and relative-value models and strategies. Own trading and risk analytics and automation, support electronic trading and execution, and provide liquidity expertise to capital markets and sales. Candidates should have experience trading bond ETFs, cash bonds, portfolio trading, or a similar electronic market-making business, along with a strong understanding of ETF arbitrage, create/redeem mechanics, bond-market structure, and liquidity. They should have built systematic trading, pricing, or risk models; be proficient in Python and large datasets; understand rates, credit, index methodology, and portfolio analytics; and hold a degree in a quantitative field.