Fixed Income Quant – Hedge Fund Startup recruitment
My client, a start up Systematic Hedge Fund, are looking for 2 Fixed Income Quantitative Analysts to help build out their Credit/Rates trading team.
The successful candidate will be responsible for
- Measuring risk and performance metrics across multi-asset portfolios in particular credit and fixed income
- Developing models for regression, style, factor and principal component analysis
- Conducting model performance reviews developing alternative benchmark models, where necessary
- ESSENTIAL SKILLS EXPERIENCE:
- 5+ years’ experience ideally in multi-asset risk and/or structured products modelling and analysis
- Minimum of PhD in Maths, Physics, Engineering or Quant Finance (tier one university preferred)
- Strong analytical skills and stochastic calculus, probability, Monte Carlo and PDE.
- Strong fixed income knowledge with particular focus on credit, macro and rates products. The ability to build and strip hazard curves to generate probability of default. Someone who can code up the numerical methods to solve 2 and 3 factor stochastic equations
- Self-starter able to work in a ground up build and produce good quality written reports to deadline.
- Forge working relationships with peers, clients and risk managers
- R language expertise an advantage
- Attention to detail, problem solver, ambitious and driven, good inter-personal and presentation skills.
If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0207 377 2200 / 07748 461 142 or email abooker@westbourne-partners.com.
Westbourne Partners have a number of similar jobs within risk, IT and quant groups at a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.