Quantitative Trader

Tasks

• Apply machine learning to trading
• Build data pipelines
• Build real time profit and loss dashboards
• Build real time risk dashboards
• Calibrate economic and financial models
• Code trading models
• Collaborate with portfolio managers on trade ideas
• Conduct curve relative value strategies
• Conduct macro research
• Design systematic trading models
• Develop back-testing frameworks
• Develop execution algorithms
• Develop hedging rules
• Generate trade ideas
• Integrate flow data into models
• Integrate fundamentals into models
• Maintain trading models

Perks/Benefits

• N/A

Skills/Tech-stack

Backtesting | C++ | CDS | CDX | Convexity | Credit indices | Derivatives | ETFs | Execution algorithms | Fixed Income | Hedging | ITraxx | Liquidity analysis | MATLAB | Machine Learning | Mean Reversion | Momentum | Options greeks | Profit and Loss | Python | R | Relative value | Risk Management | SQL | Statistical modeling | VBA