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Assoc. Director - Electronic Market-making & Execution

  • Job type: Permanent
  • Location: Sydney
  • Salary: Competitive
  • Job reference: Market-making
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 02/03/2018
A leading bank in Australia is currently seeking an experienced individual to join as an Assoc. Director for Electronic Market-making & Execution with the below qualifications:

Responsibilities:
  • Drive research and development of algorithmic market making, pricing, portfolio management and trade execution in Fixed Income futures markets 
  • Design of flow management and execution architectures, and calibrate parameters for these systems
  • Develop and manage automated daily “model generation” processes that produce data/infrastructure used by market-making and quantitative trading services
  • Responsible for the financial performance, customer satisfaction and market and operational risk outcomes for these algorithms.
  • Research and guide the implementation of existing and new automated pricing and trading systems
  • Work with traditional trading desks to optimize their trade execution 

Requirements:
  • Experience in developing market-making algorithms and order placement strategies on futures exchanges is required
  • Understanding of execution strategies, market impact and transaction cost modeling and of portfolio management tools, such as optimization and backtesting. 
  • Familiarity with time-series methods and/or machine learning techniques is a requirement
  • Ability to develop software and work with complex data sets within a technical computing platform.
  • Python or MATLAB is essential; knowledge of kdb/Q and an OOP language is an advantage.
  • Sound grasp of statistical concepts and techniques is crucial
  • Ability to collaborate with other specialists to deliver integrated systems in a timely fashion
  • Knowledge of either currency or Australian fixed income futures markets is advantageous
If this is something of interest to you, please respond with an updated CV (.doc) to apply.a33ho1gmq98@selbyjennings.aptrack.co.uk.