Macro Rates Quant Researcher | NY
Job Description:
As a Macro Rates Quant Researcher you will have the opportunity to sit directly on a premier portfolio manager's pod at a tier 1 multi-manager hedge fund. Your primary responsibility will be working closely within the pod do help develop innovative investment models across the fixed income space. You'll play an important role by contributing investment tools in support of daily trading while developing quantitative models and signals used for trading.
Responsibilities:
- Develop and implement fixed income pricing models and trading signals.
- Develop FI pricing models and the associated infrastructure.
- Work collaboratively with the pod regarding research opportunities based on market conditions
- Collaborate with traders/analysts regarding long term macro investment opportunities
Qualifications & Skills Required :
The ideal candidate must meet these requirements;
1) Master's/PhD degree holder (in Mathematics / Physics / Engineering related fields).
2) Have 2-5 years' experience designing quantitative investment solutions such as pricing models within fixed-income securities specifically focused towards Macro rate products along with hands-on implementation experience using relevant programming languages e.g., Python/C++.
3) Strong knowledge base regarding Linear Rate instruments including yield curves is essential plus other associated asset classes
4.) Experience supporting traders/trading teams covering volatile interest-rate environments
