Quant Strategist – Fixed Income / Macro Systematic Strategies – New York

Octavius Finance are a leading quantitative finance and hedge fund recruitment firm, specialising in front-office quant research, quant development, systematic trading and portfolio management mandates across some of the largest and most elite hedge funds, asset managers and proprietary trading firms globally.

We are currently running a search on behalf of a New York-based hedge fund looking to hire an experienced Quant Strategist focused on Fixed Income and Macro Systematic Strategies.

The role sits within a high-performing investment team focused on developing systematic and quantitative strategies across rates, FX, credit and listed derivatives markets.

Responsibilities:

• Development of bond RV analytics facilitating the detection of alpha opportunities.
• Building quant-based tools to explore and develop strategies across a broad range of rationales including:

• Correlation breaks

• Directionality and relative value

• Credit risk arbitrage

• Issuance prediction
  • Contribution to pricing libraries across:

• Bonds

• Futures

• Futures options

• STIR products and STIR options
  • Traditional signal research alongside the development of machine-learning based research frameworks.
  • Design and execution of:

• Systematic convexity and carry strategies within IRS markets

• Systematic trend following, reversal and trend-reversal strategies within rates markets

• Systematic directional strategies across Rates, FX and Equity Indices using a broad range of datasets
  • Improving portfolio construction through the overweighting of orthogonal strategies using PCA decomposition techniques.

Requirements:

• Advanced degree (Master’s or PhD preferred) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science or Engineering.
• Minimum 5 years of experience within quantitative research or quantitative development at a hedge fund, investment bank or asset manager.
• Strong programming skills in Python and at least one C-type language. C# preferred, though strong experience in C++, Java or similar languages will also be considered.
• Strong background in probability, statistics, econometrics and quantitative modelling.
• Deep understanding of fixed income products including:

• Bonds

• Interest rate derivatives

• Bond futures

• Yield curves and curve construction
  • Experience developing systematic trading strategies, quantitative analytics or portfolio construction frameworks within fixed income markets is highly desirable.

This is an opportunity to join a highly sophisticated investment platform working at the intersection of quantitative research, systematic macro investing and fixed income trading.

Apply via: quantresearch@octaviusfinance.com