The Automated Trading Strategies (ATS) group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. We design and implement cutting edge proprietary quantitative models which drive our automated trading systems.
Job Summary
As a Vice President in the Automated Trading Strategies group, you will be joining a group of market microstructure experts helping in our efforts on on-exchange trading across products (futures, cash, ETF) and asset classes (FX, Rates, Commodities, Credit). You will be 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 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 skills