Quantitative Researcher – Bonds – Leading Hedge Fund recruitment

Your responsibilities will include:

• Building trade databases to represent a range of fixed income products.

• Working with the head of research and quant developers on establishing the fixed income research group and trading data.

• Developing statistically driven fixed income trading systems across G10 markets. 
 

Desired skills experience:

• Experience with C++, C#, Java or SQL programming languages.

• At least an MSc in Statistics.

• Strong communication skills and a desire to work in a collaborative environment.

• Knowledge of Thomson Reuters datascope would be beneficial.

This role offers an exceptional opportunity to take on responsibility and become a senior researcher at one of Europe’s premier hedge funds.