Rates E-Trading Strat

In this role, you will support Lloyds Global Markets by enhancing Rates pricing, risk management and electronic trading capabilities. You work closely with traders to translate market requirements into robust models and tools, enabling better pricing, risk insight and execution. You will develop and refine rates curve construction, pricing models and trading tools, while driving automation and governance across teams. This is a hands-on, cross-functional position that combines quantitative analysis with engineering to shape the bank’s electronic trading capabilities.

• generous pension contribution (up to 15%)
• annual performance-related bonus
• share schemes including free shares
• 30 days’ holiday plus bank holidays
• wellbeing initiatives
• parential leave policies

• Develop and improve Rates curve construction and pricing models
• Build risk, trading tools and analytics to enhance trader insight into positions, exposures and P&L
• Contribute to electronic and algorithmic trading capabilities including pricing, market-making and execution tools
• Translate market and business requirements into robust models, tools and technology
• Automate and simplify trading and risk-management workflows and deliver resilient solutions
• Collaborate with Global Markets, Quantitative Research, Engineering and control teams; maintain documentation and governance

• 5+ years’ experience with pricing and risk of Rates products
• Understanding of Rates markets, curve construction and market conventions
• Strong quantitative, analytical and problem-solving skills
• Programming experience in Python, C#, Java or C++ and experience with SDLC
• Ability to work with traders and cross-functional teams; clear communication of concepts
• Awareness of risk, control and conduct requirements in financial services

• collaboration across multidisciplinary teams
• clear communication of complex concepts
• problem-solving and analytical thinking
• Python
• C#
• Java