eRisk Quant Analyst – Global Market Front Office

Job Description

What You’ll Do:

• Quantitative support in the development of Analytics & Business Intelligence for Global FX STIRs & EM Rates using tick-by-tick data. Maintain process related to testing of analytics & accuracy of the data used.
• Quantitative Dev support in platform-specific improvement and maintenance, Python & KDB.

Requirements:

• Ideally Bachelors in Engineering / Data Science.
• Knowledge of statistical learning and data-mining techniques.
• Exposure to Machine Learning concepts and their application to Time Series Data.
• Desired knowledge of script programming languages (Python)
• Desired knowledge of database query languages (Q/KDB, SQL)
• Aptitude to learn the business and new languages, if desired by the role
• Desired knowledge and understanding of technology related to an electronic trading business.
• Desired knowledge and understanding of FX and Fixed income products.

What Additional skills will be good to have:

• Exposure to Web Development using Python
• Exposure to Javascript & CSS.