AVP/VP Algo Quant

We are looking for an experienced Algo Quant to join the Rates desk within the Front Office of a leading investment bank. The Algo Quant will focus on developing, researching, and backtesting new systematic trading strategies within the fixed income and FX space. This role is dedicated to the upstream development of algorithmic ideas and their quantitative validation, without direct execution responsibilities.

Key responsibilities :

• Design and implement quantitative methods for pricing, hedging, and strategy development across rates and FX products.
• Calibrate models and methodologies using historical and market data to ensure accurate risk representation and performance.
• Analyze algorithm behavior under varying market conditions, including volatility, liquidity, and other risk factors.
• Conduct backtesting and scenario analysis to validate new strategies and refine existing approaches.
• Process and analyze large datasets to improve statistical models and develop event-driven or systematic trading strategies with horizons ranging from seconds to a week.
• Collaborate closely with algo traders and trading teams to translate trading ideas into testable quantitative approaches.
• Partner with technical teams to resolve issues and enhance the tools and applications used in strategy development.
• Other responsibilities as needed.

Your Profile:

·       Master’s or PhD in Quantitative Finance, Applied Mathematics, Engineering, or equivalent.

·       3–10 years of relevant experience in algorithmic quantitative research.

·       Proficient in C# and/or Python for model development and data analysis.

·       Solid understanding of fixed income markets and derivative instruments.

·       Proven experience as an Algo Quant.

·       Ability to translate trading ideas into robust, testable strategies.

·       Comfortable analyzing complex datasets and performing detailed quantitative analysis.

If this opportunity interests you, please get in touch—your application will be handled with full confidentiality.