London – Fixed Income research strategist
You will be working with the sales and traders to develop trading strategies for the firm’s clients across the rates space with a particular focus on EUROZONE.
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 Europe
- 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 EU rates
- Some understanding of Macroeconomic factors.
Please apply directly to apply.a33hoj5aiz@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
All CV submissions must be in word format.
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