Fixed Income research strategist – Interest Rates
You will be working with the sales and traders to develop quantitative trading strategies for the firm’s clients across the rates space with a particular focus on AUD/NZD.
This is a new position for the team and are therefore looking for a quantitative individual to compliment their existing macro team.
Your responsibilities will include:-
- Develop quantitative IR models, such as Relative value tool and models to come up analytical tools and trade ideas
- Carrying out quantitative analyses, such as volatility modelling
- Write regular Interest rate reports and cover data releases, policy meetings in Asia + NZD/AUD
- Provide quantitative support to the fixed income swaps traders.
- Explore Interest rate trade opportunities in derivative space.
- Developing Fixed income/Interest rate trade strategies and risk models
In order to apply you should be working as a quantitative strategist within a sell side research team or within a fixed income portfolio management team and possess the following skills:-
- Solid relative value and Yield curve modelling skills.
- Knowledge of AUD/NZD rates
- Some understanding of Macroeconomic factors.
Interviews are taking place as soon as possible and applicants will be offered relocation however please note that only candidates with specific AUD/NZD experience will be considered.
Please apply directly to apply.a33hoj3px5@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
All CV submissions must be in word format.
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