Our client is a leading hedge fund, based in London.
They are looking for a quant who can join a team with a macro portfolio manager - and can assist in building tools for and conducting analysis for alpha generating opportunities in rates markets, develop systematic models, and have an understanding of rates curve building.
Responsibilities:
Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in developed rates markets Develop systematic models and assist with strategy research for discretionary macro investing process Develop custom data visualization tools for trading analysis to support the PM Develop custom interest rate curve pricing models Systemize execution processes for efficiency and transaction cost minimization Requirements:
2-3 years of relevant financial services experience in quant research or development Understanding of interest rate curve building (either swaps or bonds).
Understanding of modern techniques for OIS/Libor swap rate curve building desirable.
Understanding/ experience analyzing US Treasury and/or European government bond markets preferred Strong proficiency in Python programming and data manipulation libraries and experience dealing with datasets (e.g., Pandas, NumPy, SciPy) Experience with Dash/Plotly or other visualization software highly desirable Experience with database programming languages (e.g.
kdb, SQL) Strong knowledge of MS Excel (especially using real-time data) Strong knowledge of statistics and/or econometrics to perform back-testing Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail Ability to think creatively Curiosity and eagerness to learn, self-motivated and proactive attitude.
Willingness to grow professionally Commitment to the highest ethical standards