An industry-leading global macro hedge fund is seeking a talented Quantitative Researcher to join their Rates Investment team. This role involves developing innovative trading tools and analytics that drive profitability. The ideal candidate will have strong mathematical, programming, and analytical skills, with a proven track record in building reliable quantitative models.
Key Responsibilities
- Design and implement advanced quantitative models for the Rates desk, working closely with the business to understand key objectives.
- Build and maintain risk management tools, pricing models, yield curves, and analytics for real-time decision-making.
- Identify and exploit relative value opportunities in the Rates market.
- Collaborate with other quants, developers, and traders to support the ongoing enhancement of tools.
- Support and troubleshoot key pricing and risk systems used across the firm.
Key Qualifications
- Strong academic background with a first-class degree and/or advanced degree (MA/PhD) in a quantitative field from a top-tier university (QS Global top 200).
- 2+ years of experience in financial services, with a focus on the Rates market.
- Expertise in data analysis using Python and object-oriented programming (C++, C#, or Java).
- Proven experience in developing and optimising pricing and risk models.
- Excellent understanding of derivatives, particularly in the context of interest rates.
- A pragmatic problem-solver with the ability to work independently as well as in a team setting.
