The group are looking for specific individuals with experience developing systematic strategies in the fixed income/relative value space. The fund is well known and highly successful therefore are looking for an individual who stands out in the field of fixed income research.
Responsibilities will include:
- A full 360 role, data generation, signal producing, back-testing, optimization and execution for Systematic Relative-Value Trading Strategies
Identifying areas in need of quantitative and statistical analysis – relative value research
Fixed income research with focus on big data and text mining
Statistical analysis to perform portfolio optimization and construction for the purpose of Alpha Generation
Use of using machine learning tools and statistical leaning tools.
Helping with the consistent development of the systematic research platform
Working alongside a senior Portfolio Manager who is responsible for managing the largest and most successful book in the firm
Candidates should possess:
- An MSC/PHD in a statistical or mathematical subject - 4-7 Years of Fixed income buy side quant research experience. - Excellent Statistical programming capabilities (Python, Matlab, R).
This is an excellent opportunity to join a world renowned team, working on one of the most advanced platforms. The team is small but experienced therefore you will receive lots of exposure.
All applicants must have work Authorisation for the USA.
In order to apply please send your CV in WORD FORMAT to email@example.com or call 02080044029