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Chase · 1 day ago

E-Markets [Multiple Positions Available]

270 Park Ave, New York, NY, 10017, US

Full-time

Onsite

Mid, Senior Level

$245K/yr - $285K/yr

2+ years exp

Chase is one of the oldest financial institutions, offering innovative financial solutions to a diverse clientele. They are seeking an E-Markets professional to design and develop automated pricing strategies, enhance risk management processes, and conduct quantitative research to improve trading strategies.

BankingFinancial Services

Responsibilities

Design and develop automated pricing strategies for FICC ETFs, focusing on globally traded Credit ETFs

Enhance automated risk management processes to mitigate inventory risk and optimize holdings in response to macro events and market volatility

Conduct quantitative research and ongoing model development to improve trading strategies

Perform PNL attribution analysis and provide clear explanations for financial results

Monitor balance sheet risk and develop models to generate sustainable profits for Credit e Trading desks

Build automated trading capabilities for multiple asset classes using proprietary libraries across various venue protocols including RFQ and Exchange Hedging

Develop UI tools for time-series analysis, visualization of large tick datasets for Credit ETFs and Corporate Bonds across trading desks, and for monitoring market trends

Continuously review trading performance and make data-driven decisions

Qualification

PythonStatistical analysisSystematic trading strategiesFinancial market microstructuresC++JavaMachine learningData-driven decision makingBack-testing techniquesRisk management

Required

Master's degree in Finance, Computer Science, Math, Physics, Engineering, or related field of study plus 2 years of experience in the job offered or as E-Markets, Senior Associate, Equities, Systematic Trading & Analytic Platform, Quantitative Researcher, or related occupation

Alternatively, a Bachelor's degree in Finance, Computer Science, Math, Physics, Engineering, or related field of study plus 5 years of experience in the job offered or as E-Markets, Senior Associate, Equities, Systematic Trading & Analytic Platform, Quantitative Researcher, or related occupation

Experience with programming using object-oriented languages such as Python, C++, or Java to develop trading solutions for financial markets

Experience performing statistical analysis on financial instruments using machine learning methods such as logistic regression, multivariate regression, classification techniques, ensemble learning model, or predictive modeling

Experience designing and implementing systematic trading strategies such as pricing, risk management, or execution, including the use of back-testing techniques on large tick datasets to review trading performance

Experience working with financial market microstructures including trading protocols such as RFQ or Central Limit Order Books, for different asset classes such as Corporate Bonds or Credit ETFs