Address
Form of work
SalaryA global multi-strategy hedge fund seeks an experienced Quantitative Strategist to contribute to research and development of fixed income and rates-related trading strategies
Responsibilities will include:
- Conduct market research by analyzing reports from third-party and sell-side research providers, identifying key themes, and presenting high-value trade ideas.
- Develop and maintain data analysis tools and computational analytics to support research and elicit patterns and insights.
- Streamline processes by integrating data analysis tools into pricing systems to efficiently generate trading signals.
- Assist with day-to-day portfolio maintenance tasks.
Qualified candidates will have:
- Demonstrated experience in a sell-side front office role, preferably in fixed income
- Strong understanding of interest rates and derivatives
- Proficiency in back-testing, simulation, and statistical techniques (e.g., auto-regression, auto-correlation, Principal Component Analysis).
- Solid data-mining and analysis skills, including experience with handling large amounts of tick data.
- Familiarity with signal generation and statistical models.
- Strong programming skills in Python, C++, MATLAB, and/or R.
- A degree in a STEM field from a top-tier university
Job Type: Full-time
Salary: $175,000.00 - $250,000.00 per year
Work setting:
- In-person
Work Location: In person
