A client of ours is looking for a Macro Volatility Quantitative PortfolioManager / Trader to join their dynamic team working for a $5b AUM hedge fund in New York City. The position they are looking to fill is most suited to individuals who are looking to pursue a career in fixed income analytics and Portfolio Management working directly alongside senior PM's alike. This role is with a hedge fund that is currently growing organically due to market demands within the industry. They are looking for only the brightest candidates who have a track record and skill set that can be leveraged by a challenging and innovative working environment.
Responsibilities will include:
- Identifying areas in need of quantitative and statistical analysis – relative value research and arbitrage is key - Quantitative research work validating large data sets and applying statistical analysis to portfolio optimization and construction - Utilizing various programming languages to interpret data and apply it to real life situations that positively affect portfolio performance - Working alongside a senior Portfolio Manager who is responsible for managing a large amount of capital ($500mm+)
Candidates should possess:
- Masters degree in a computational field, PhD preferred - 5+ years of relevant work experience as a fixed income quant, preferably on the buy-side. - Strong programming skills (Python, Matlab, R). - Excellent communication skills, interpersonal skills, and the ability to think outside of the box
If there is any interest in this position, please click the APPLY NOW button directly below.