Multi-strategy hedge fund is seeking an experienced Linear Rates Quantitative Researcher to join an established team based in London.
Working with a team of experienced fixed income QRs, the individual will collaborate with bond RV portfolio managers to develop and enhance strategies, build tools and analytics as well as the ongoing development of their core quantitative analytics library.
The successful candidate should possess:
- A minimum of a Master’s Degree in Computer Science, Engineering, Quantitative Finance, Financial Engineering, Math, Sciences or Statistics is required.
- A minimum of 2+ years’ relevant experience (QR/desk quant/core modelling) working at a hedge fund, asset manager or investment bank.
- In-depth expertise of global financial markets and products – it is essential to have experience with linear rates products, with a strong preference for government bonds (gilts, EGBs or USTs preferred).
- A high degree of technical aptitude with advanced programming skills in Python being essential. In addition, C++ would be beneficial but not a prerequisite.
- Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.
For more information and a conversation in confidence please apply with your CV.