Market Making Credit Quant - London - Tier 1 IB

The candidate will work within automated (algorithmic) market-making in credit derivatives (CDS) as well as institutional and retail corporate bond markets. You will be part of a team of quants and developers building a fully automated and hybrid (algo / human) market-making system. As part of the role you will carry out extensive research on client flow, quote negotiation algos, market micro-structure, transaction flow analysis, market monitoring, data capture and back testing. The successful candidate will ideally have has 2+ years credit markets knowledge (derivatives and cash) as well as knowledge of CDS and corporate bonds. The candidate has the following skills set: · Highly quantitative with 2+ years front office experience in design and implementation of algos for pricing, low latency market making, auto-hedging, order execution, market monitoring and signal generation · Strong mathematics and statistics · Strong C# , Java and C++ programming - KDB a plus · Strong scripting language programming (R, python, Matlab) · Experience working with tick data databases · Experience working with or within quant libraries · PhD / MSc level education in a quantitative discipline If you are looking to move into the algo credit space and have algorithmic market-making knowledge across fx, rates or equities, you will also be considered. To find out more about Huxley Associates, please visit www.huxley.com