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Fixed Income ETF Quant Trader

albert bowNew York, NYSenior L5
Financial Quantitative AnalystsFinancial and Investment AnalystsSecurities, Commodities, and Financial Services Sales Agents
Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationMiscellaneous Financial Investment Activities
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VP Quant Trader | US Fixed Income ETF Desk | Up to $450k Total CompNew York | 3 to 7 years
The Opportunity: I'm working with a top-tier bank on a key hire for their US fixed income ETF desk. They need a quant who can trade. You'll drive how the desk prices, hedges and trades ETFs systematically, and you'll help build out the quant tools behind it. It's a technical seat that pulls together credit, rates, ETFs, portfolio trading and e-trading. The right person knows the markets inside out, codes well, and has already built pricing and risk systems for fixed income.
What You'll Do:
  • Make markets and run risk on US-listed bond ETFs across govies, IG, HY and niche sectors
  • Build and sharpen the desk's models for pricing, hedging, basket design and RVCreate systematic strategies that tighten execution, manage inventory better and lift returns per unit of risk
  • Dig into ETF flows, create/redeem activity, liquidity in the underlying bonds and how primary and secondary prices interact
  • Own the desk's tooling, analytics and automation for trading and portfolio risk
  • Work hand in hand with tech to scale the e-trading setup
  • Back up capital markets and sales with liquidity and execution know-how
  • Quote electronic credit RFQs, portfolio trades and wider credit enquiries off a systematic pricing engine
  • What You'll BringSolid trading background in bond ETFs, cash bonds, portfolio trading or a similar electronic market making business
  • A real grip on ETF arb, the create/redeem process, how bond markets are structured and how liquidity is supplied
  • A track record of building systematic trading, pricing or risk models
  • Strong Python, plus experience with big datasets and e-trading platforms
  • Sound knowledge of rates, credit, index methodology and portfolio analytics
  • The ability to blend gut feel for the market with research and tech
  • A degree in a numbers-heavy subject such as maths, stats, physics, engineering, CS or finance
  • Who Fits
  • Someone who wants to build, not just maintain. You've helped stand up systematic fixed income trading before, you like a lean, fast-moving setup, and you want to help grow one of the leading bond ETF desks in the US.Thanks, EdLI-EL1

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Level

Senior L5

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

4 days ago

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