A leading fixed-income, relative value fund is currently looking to add a quant analyst to their team in London. You will be working on one of the most successful fixed income books in the firm and should therefore have excellent quantitative capabilities and be looking to move into a firm which offers fast progression to top performers. You will be working with one of the most successful Interest Rate Derivatives traders within the Hedge fund space.
Responsibilities will include:
- Quantitative research and Systematic trading strategy development for macro and systematic Relative Value Trading
- Idea generation, construction and implementation of systematic models that trade fixed income markets.
- Developing Relative Value screening tools for portfolio construction and yield-forecasting models
- Fixed income signal research
Applicants must have a PHD from a leading school in addition to 2-5 years’ experience as a fixed income Quant researcher.
You should have excellent knowledge of derivatives (including FX options, Swaptions/cap/floor, Interest Rate Swaps, Cross-currency swaps).
Please note: this is a fixed income Relative value fund trading Government bonds/Interest rates, it doesn’t make macroeconomic calls on the broader direction of interest rates.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org