Fixed Income Macro Quant Analyst


Division

Financial Services - Front Office

Location

Stamford, Connecticut

Employment Type

Permanent



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Our client is a top rated $30Bil AUM global Multi-Strategy Hedge Fund headquartered in New York. Founded almost 30 years ago, they have posted superior returns  continuously out performing its peers in order to attract & keep world-class investment professionals, quants and analysts.  As part of their Global Fixed Income and Macro build out, they are looking to add key members to their Discretionary & Systematic Fixed Income Teams including experienced Fixed Income Quantitative Research Analysts & Modelers. 


Compensation : $150000 - $250000
Job ID : 28569

Job Function:

  • Work directly with the Portfolio Manager and existing team to to model out & identify alpha signals across fixed income & curve trades across US and EU treasuries.
  • Leverage their expertise in Python, KDB and working with Big Data, this hire will work with the team to create data visualization tools for trade analysis.
  • They will create and systematize trades & execution to create efficiencies and optimization across the investment process.

 



Job Requirements:

  • 5+ years Fixed Income experience within quantitative research at top sell side or hedge fund trading/investment desk   covering US and EU treasuries/bonds
  • Advanced critical thinking skills with strong statistics & econometrics background
  • Expertise modeling & optimizing trades along the curve
  • Experience with SWAPs & Options
  • Experience w LIBOR/SOFOR
  • Must have strong Python programming; experience working with big data sets and creating visualization tools a must
  • Proficiency with SQL and KDB+ critical
  • Strong knowledge of MS Excel (especially using real-time data
  • Bachelors degree from accredited University with advanced degrees a plus (STEM preferred)
  • Ability to be in-office in NYC with proper work authorization
  • Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail
  • Strong sense of curiosity and sense of urgency to solve, contribute & collaborate

Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.

 

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28569