Quantitative Analyst (Rates Electronic Market Making), VP

About the role

Design, build, and improve backtesting infrastructure, automated market-making models, and data-driven trading tools for the rates business. Optimize the pricing, hedging, and trading technology stack while collaborating with traders, technology teams, data specialists, and control functions to maintain sound governance and risk controls. Requires extensive experience developing algorithmic trading infrastructure and strong programming skills, preferably in Rust, with experience in languages and tools such as C++, Java, KDB, Python, and SQL. Candidates should also have expertise in messaging, market data, APIs, latency optimization, large-scale data integration, technology migrations, and working knowledge of rates instruments and quantitative methods; a master’s degree is preferred.