My client is a global financial institution based in Chicago and is one of the leading equity and listed equity options market makers in the U.S. The firm also makes markets in over 18,000 OTC securities worldwide and is in the process of expanding into vanilla fixed income markets.
We are looking for a senior quantitative researcher with experience IR swaps to join the market making team in London. The role will focus on developing automated strategies to price, auto-hedge, arbitrage vanilla IR products such as swaps and futures across the curve.
The role requires a strong understanding of vanilla flow rate products – how they are priced and traded; strong quant skills; ability to write code and implement; knowledge of E-commerce / market making / automated trading.