Description

An impressive, growing hedge fund with +$5Bn AuM is launching a team focused on FI and are looking for a new Quantitative Researcher/ PM to lead that venture. The hire will be tasked with developing a systematic portfolio focused on FI exotics.

The hire should come from the sell-side and the ideal candidate would have experience with vanilla rates options. They should have a live book of trading and a background as a quantitative strategist.

The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries.

Responsibilities

• Building a FI exotics platform.
• Developing pricing models.
• Building tools for efficiency and time saving.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
• Demonstrated experience with both FI exotics and vanilla options.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
• 8-12 years' experience.