Options & Fixed Income Quant – $Multi Billion Global Hedge Fund | USA recruitment
This global hedge fund is a huge player in the financial world and is now looking for an experienced options quant to join their growing team focussing on either Equity Vol or Rates. The ideal candidate will work cross asset in the options space and work with the team to expand their reach in the Asian markets. Candidates need to have exceptional technical skills and a drive to succeed, as this is a very ‘work hard, play hard’ culture at this institution.
The ideal candidate will have the following type of profile:
• 2 – 5 years of experience in an investment bank or hedge fund environment covering Fixed Income/Options
• Candidates should come from front office backgrounds and be used to the challenges of this type of role
• Excellent communication skills are very needed as this role will interact with senior management and all functions of the quantitative arm
• Experience with futures options such experience is the key component of this role
• Asian options experience is ideal, due to the hedge fund looking to grow out their reach in the Asian markets
• PhD candidates are wanted – has to be in a quantitative subject such as Computer Science, Physics, Maths, Applied Maths etc.
• An excellent masters degree may be considered
• Candidates need to already be based in the USA and don’t require sponsorship in the next 1 year
• C++ skills need to be outstanding. Experience using C++ on Unix would be an advantage
This role is a very specific role that can be challenging but the rewards of working at this world-renowned hedge fund are excellent. This role will report into senior quants who have many years of experience and who can provide huge amounts of knowledge. The candidate who has the opportunity to join this team will undoubtedly benefit from working at a top institution, gaining cross asset product exposure and making huge strides forward in their career. Email into: quantexotic@selbyjennings.com