Lead Macro Rates Quant Researcher | NYC
One of the most innovative and successful multi-strat hedge funds in the industry is looking to hire a lead quant researcher for their macro rates team. This group provides critical support to some of the most successful, and well renown, PMs in the fund and on Wall Street.
This team sits directly alongside the portfolio managers and has strong support from internal tech/software teams, enabling you to lead business critical projects such as modeling, trade research, trading tool development/implementation, and more.
Job responsibilities include:
- Lead a team of quantitative modelers and researchers supporting development and implementation of new macro pricing models
- Research, develop and implement pricing models for macro products within the linear and non-linear rates space
- Develop innovative trading tools and enhance in-house analytics based on trader and PM needs
- Implement new derivative pricers and maintaining existing ones across a variety of macro products and derivatives
- Work collaboratively with senior QR's and PMs to mentor the team on alpha research, portfolio construction and risk management
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Proficient C++ modeling skills
- 5+ years of experience working as a front office quant on macro modeling within IR and FX swaps, futures and options
- Strong interpersonal skills and desire to work collaboratively within the team/business
