Quantitative Fixed Income Desk analyst – PHD level
A leading Interest Rates trading team are currently looking to add a junior quantitative strategist to their New York desk. The desk currently trade swaps and government bonds and require a strategist to work directly with the Treasury and Swaps traders. You must therefore have a highly quantitative academic background with an MSC/PHD in Finance/Mathematics or Engineering. Within this role you will need to be able to demonstrate excellent knowledge of the Financial Markets, strong quantitative skills and programming ability.
The ideal candidate for this role will have internship experience working with on a trading desk, ideally within fixed Income.
This is a very diverse role where you will be responsible for :-
- Developing quantitative based models in order to produce trade recommendations.
- Working with the Information Technology group to design and develop trading/risk applications
- Analyzing the products, markets, and risks of the desk
- Working with the traders to advise and assist in hedging trades.
Please Note:- in order to apply you must have experience working in Fixed income and be fully proficient (Expert level required) in Matlab/SQL AND C#.
Applicants without this experience will not be considered. Please detail your relevant experience upon application.
This role is with the leading Fixed Income trading team therefore this is an excellent opportunity to make a huge step in your career.
Applicants must therefore be confident that they are able to work in a demanding role such of this and demonstrate academics from the top schools and internships from the leading organizations.
Highly competitive package on offer. Please apply directly to apply.a33hoix6w8@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
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