Fixed Income – Quant – Front Office (Hedgefund in Mayfair) recruitment
This position is with a 10 billion dollar hedge fund based in Mayfair.
You will work closely with a senior prop trader that specialises in trading fixed income derivatives, relative value, arbitrage and trading around the curve.
Your role will involve conducting research to aid trading decisions, developing financial models, pricing using SABR parameters, risk analysis and interest rate risk bucketing, calculating delta risk, reset risk, over night risk, etc.
Requirements:
• Masters Degree or PhD from a leading university
• 2-3 years of experience from a top tier investment bank
• Yield curve building
• Risk bucketing
• Options theory
• Pricing fixed income derivatives using SABR parameters
• Strong understanding of vanilla derivatives and options
• Excellent communication skills
• Entrepreneurial
To be considered, please send your CV to James Kennedy J.kennedy@njfsearch
Please also provide the following details in the body of the email:
• Current Compensation
• Expected compensation
• Current role
• Relevant experience
• Notice period
• Current location
• Visa status
The role is within a PL generating group with strong bonus upside.