LONDON, LONDON, United Kingdom
15 days ago
Commercial & Investment Bank - Automated Trading Strategies Market Microstructure & High Frequency Trading Specialist - Vice President

The Automated Trading Strategies (ATS) group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team is responsible for a broad scope including the design and implementing of cutting edge proprietary quantitative models that drive our automated trading systems (pricing, risk management and execution) and the oversight of day-to-day risk & operations.

Job summary

As a Vice President, Market Microstructure & High Frequency Trading Specialist within Automated Trading Strategies team, you will contribute to on-exchange trading across products (futures, cash, ETF) and asset classes (FX, Rates, Commodities, Credit). This is a cross-asset role, and we welcome applications from candidates with experience across a range of asset classes.

Job Responsibilities

Analyze of high frequency market data to optimize on-exchange trading strategies performanceContribute to market microstructure research including signal generation, order entry/queue position/fill ratio optimizationDesign, back test and implement trading strategies in production environmentCollaborate closely with technology partners; and also engage with ECNs and exchanges

Required qualifications, capabilities, and experiences

Degree in computer science, math, physics, engineering, or other quantitative fieldsExperience with real time exchange market data and order entryProficiency in data analytics and being comfortable working with large data setsAttention to detail, adaptable, driven and collaborative

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence as assessed by the Firm and, where appropriate, approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.

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