A Tier 1 Quantimental Hedgefund is looking for a quant strategist to support a senior macro PM. Product coverage is mostly rates. This is the chance to be part of a pod-like team structure. Daily responsibilities depend on the daily demands of the PM. This can range from traditional tool-building and analytics, statistical market research, and ad-hoc projects (systematic signal generators, ML analytical tools).
The team are looking for a candidate with 2+ years of experience either supporting a portfolio manager or within a front office QA desk on the sell-side.
Responsibilities:
- Rates-Related Modelling / Analytics
- Macro Market Data Analytics
- Research (Rates Market Research, Back-testing of strategies, Systematic signal generation, ML tool builders)
Requirements:
- Advanced STEM degree (MSc/PhD)
- Strong product knowledge of Rates or Fx is preferable, candidates from a Credit background will also be considered.
- Strong object-oriented programming skills in an enterprise-level code base. Preferably C# or C++.
- Strong Communication skills and proven ability to understand the requirements of traders
