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SMM Rates Strats - VP/Assoc

Anson McCade
Closing date
10 Jul 2022

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Contract Type
Full Time
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SMM Rates Strats - VP/Assoc

London based

This is for a global cross-asset systematic market making business covering FX, Commodities, Interest Rates, and Credit. As an automated trading business, SMM manages both the financial and operational risks of this business.

SMM Rates focuses on providing liquidity to clients, primarily via electronic channels, in Bonds, Swaps, Futures and ETFs. Their mission is to grow the franchise, increase innovation across the division, generate standalone revenues and run the business in a truly systematic fashion such that required human involvement/intervention scales sub-linearly with the number/volume of products they trade or clients they serve.

  • Development of automated quoting, risk-management and hedging algorithms for the electronic Rates franchise in EMEA, working as part of a global team.
  • Quantitative analysis of inquiry data and market tick-data to optimize the quoting and hedging systems.
  • Generate and research ideas for system enhancements that drive commercial performance.
  • Working with sales and technology teams and constantly iterating to ensure our connectivity and access to liquidity evolves with the market.
  • Understand the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this.

  • Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, Economics etc.
  • Strong software engineering background.
  • Ability to analyse large data sets and draw commercial conclusions.
  • History of productive interaction with other groups, especially sales, trading and other technology teams.
  • Experience building Java-based systems in a Linux environment, with strict requirements for low-latency (microseconds count) and deterministic performance.

  • Relevant markets/securities/trading experience is a plus but not required.
  • Experience with Python for big-data analysis.
  • Low-latency messaging, network protocols, network I/O in Java, JNI.
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