Senior Quantitative Researcher required to join an established fixed income trading team in leading hedge fund.
Due to recent strong performance and continued in flow of assets our client is looking to expand their quantitative research team.
The founders of the fund have a 15 year track record of delivering consistent returns within the fixed income space and have grown a multi-billion dollar fund over the last 5 years. Their strategies are focussed around the G10 markets and deploy capital across government bonds, futures, fx options and interest rate swaps.
They are currently looking to hire an experience Quantitative researcher with a strong background within the fixed income space.
Successful candidates will have experience in the following areas:
- Knowledge of yield curves (swap curve fitting) and bond / futures markets including market conventions and modelling techniques
- Relevant work in rates / liquid fixed income in quantitative modelling
- Producing portfolio risk and stress scenarios within the rates market.
- Developing market monitoring and trading tools – ideally in liquid Fixed Income
- Development of core analytics including short end yield curve construction and methods, basic curve construction and risk measurement methodology.
- Research and automation of discretionary strategies in linear rates trading – bond futures relative value across global markets.
- Historical and model based analysis ranking of trade ideas within fixed income.
On top of this market knowledge you will also have experience developing in C++ and ideally Python or Perl.
This is the perfect opportunity for an experienced quantitative professional who is looking to make the move from investment banking to a leading buy side fund.
They have consistently hired the very best people to help continue to drive their business forward and so the bar is high to get in but so are the rewards. At this stage in the year they are willing to buy out bonuses and indicate 2014 bonus levels so do not let the time of year affect your decision on whether to apply.
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