Global Markets – Assistant Vice President – Rates Algo Trader','0000AK8F','!*!
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','!*!
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
EEO/AA/Minorities/Women/Disability/Veterans','Capital Markets','North America-United States-New York-New York','','Full-time','Day Job','Country vacancy','Country vacancy','09-Mar-2018','09-Apr-2018','Global Markets – Assistant Vice President – Rates Algo Trader
Website : http://www.hsbc.com
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