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Global Markets – Assistant Vice President – Rates Algo Trader
HSBC
New York, NY, United States
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Description
The role is part of the FI Etrading global team which is responsible for Electronic Trading across liquid markets (i.e. Government bonds, Futures, Odd-lot trading for corporate bonds and fixed Income ETF) and also responsible for broader electronic markets and platforms globally. The team focusses on designing and developing trading models, working with the respective asset class trading heads to enhance the client franchise and latest market structure discussion across the industry.
Below is the key requirement for the role:
• Responsible for OTR treasury book and also responsible for OTR market making
• Familiar with the internalization process
• Apply mathematical techniques and write software to develop, analyze, and implement models for electronic market making, hedging and portfolio risk management
• Leverage mathematical tools to research signals based on market data
• Assess the efficiency of the pricing and hedging capabilities and market impact of specific strategy
• Assist Testing and deployment of new trading strategies.
• Creating and testing a hypothesis for a given trading strategy
• Stress-testing the algo/model to gauge environments in which the strategy may fail to perform
Qualifications
• Software: Java, Scala, Kdb, C++ and Python.
• Expertise : Knowledge of Treasury market is important along with the detailed understanding of the product and detailed understanding of Bond Pricing
• Education : Top school or university with highest level in Engineering, Computer Science, Math or Physics
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